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edtechre avatar edtechre commented on July 2, 2024

Hi @goodsm0,

I am not sure what you mean by "X can work". You can't lookahead and test whether a limit price will be filled, because that would introduce leakage into your backtest. But here is an example:

pos = ctx.long_pos()
if not pos and ctx.close[-1] >= some_price:
  ctx.buy_limit_price = price_buy
elif pos.bars == 1:
    ctx.sell_fill_price = price_sell
    ctx.sell_all_shares()

Let me know if this helps!

from pybroker.

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