Hello @mamos so there is a workaround this. You would need to make some changes to the original plot functions. I have this code written up for you. put this function at the end of your cerebro initialization and you should be good.

def saveplots(cerebro, numfigs=1, iplot=True, start=None, end=None,
             width=16, height=9, dpi=300, tight=True, use=None, file_path = '', **kwargs):

        from backtrader import plot
        if cerebro.p.oldsync:
            plotter = plot.Plot_OldSync(**kwargs)
        else:
            plotter = plot.Plot(**kwargs)

        figs = []
        for stratlist in cerebro.runstrats:
            for si, strat in enumerate(stratlist):
                rfig = plotter.plot(strat, figid=si * 100,
                                    numfigs=numfigs, iplot=iplot,
                                    start=start, end=end, use=use)
                figs.append(rfig)

        for fig in figs:
            for f in fig:
                f.savefig(file_path, bbox_inches='tight')
        return figs

saveplots(cerebro, file_path = 'savefig.png') #run it

Just dont plot. Write up the savefig method and not the cerebro.plot. Try to read into the docs to see the plotting features.

@hamid-zargar the best way to resolve your issue is to head to the docs. You can essentially add order info to whenever you are generating an order so for example in a long situation:

long_order = self.buy()
long_order.addinfo(name = 'long entry')

or you can essentially add a log statement/print each time you are sending an order in next()that is long or short.
either way, give the docs a good read.
Cheers

You have to import the indicators as such:

bt.indicators.SimpleMovingAverage(self.datas[0].close, period = 40)

You will be benefitted greatly if you just took a look at the docs and navigate to the quickstart section.

@lammy the initialization all depends on you so for example:

I have my close prices loaded into BT as:
self.dataclose = self.datas[0].close

Now I my strategy buys the asset/instrument when (self.dataclose x 2) is greater than 'x' value.

self.close2 = self.dataclose*2
So essentially, all I did was take the pandas column and just explicitly times it by two and assigned it to another object self.close2

Now you can take this object use it in your next() method and create your buy/sell orders

I am not too sure what you are trying to accomplish, but in my opinion, I found that direct manipulation of pandas data frame using pandas itself is quite effective before you import it into backtrader. However, in the case, you want to create additional lines for your data, for example, creating a new line data based on some data manipulation on the moving average data, this you can actually initialize in the strategy class itself.

I am actually a bit confused. First off use those backticks for future reference
"For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/"
Coming back to your question, what do you mean by verifying real transactions?

Try using compression and set it to 60, default value is 1. So assuming you are a newbie on this platform, you can set this parameter when you import your data or in the cerebro call. Check the docs all the info is there in abundant detail.

Hello @backtrader, the take profit limit order is issued along with the stop-loss order 100 pips above from my executed price. The problem I am facing with the approach is the orders are getting filled simultaneously. I am stuck finding a way to cancel one or the other depending on which one gets hit first.

Hello all,

I am facing an issue regarding executing stop loss and take profit orders based on values in the order.executed.price.

1. My next method issues a buy order based on a signal:

def next(self):

  if not self.position:
      if self.trade_sig < 0:
               short_order = self.sell(size = self.units)
               short_order.addinfo(name = 'MARKET_SELL')
      
      elif self.trade_sig > 0:
               buy_order = self.buy(size = self.units)
               buy_order.addinfo(name='MARKET_BUY')

2. My notify_order() has the logic to execute the stop loss and take profit orders in order.Completed:

if order.info['name'] == 'MARKET_BUY':
       sell_order = self.sell(size = self.units, exectype = bt.Order.Stop, price = (order.executed.price - self.atr[0]*1.5))
       sell_order.addinfo(name = 'MARKET_BUY_STOP')

       take_profit = self.sell(size = self.units, exectype = bt.Order.Limit, price = order.executed.price + 0.01000)
       take_profit.addinfo(name = 'Take_Profit')
       

elif order.info['name'] == 'MARKET_SELL' :
      sell_order = self.buy(size = self.units, exectype = bt.Order.Stop, price = (order.executed.price + self.atr[0]*1.5))
      sell_order.addinfo(name = 'MARKET_SELL_STOP')

      take_profit = self.sell(size = self.units, exectype = bt.Order.Limit, price = order.executed.price - 0.01000)
      take_profit.addinfo(name = 'Take_Profit')

3. What I cant seem to do is execute the take profit along with the stop loss order. I believe I need some way to cancel the orders if one fills to make the logic work. If anyone can provide some insight into this problem of mine, it will be greatly appreciated.
   Thank you in advance :)