I was wondering how can I obtain the open/current of an open order, so that then I can use it as a condition on the strategy?
This is different than the position, since what I'm interested in is current side: long/short. This matters on the signal construction, for instance on the below I would like to apply it only if "and current position is short (sell side)".
if self.pct_change > abs(self.params.pctlimit) and _____________:
self.log('CLOSE SELL, %.2f' % self.dataclose)
self.order = self.close()