Comments (3)
Thank you for your feedback! I think it is a great idea to make a simple interface for placing stop-loss and take-profit orders. I will think about how best to add this.
In the meantime, you can accomplish all of these with the existing implementation.
Stop-loss
Take-profit
You can retrieve positions from the ExecContext that is passed to your execution function. See the short_pos, long_pos, and positions functions.
Each Position holds PnL info, as well as a sequence of Entry objects that contain information about the price and number of shares that were used to enter the position.
Using that information, you can implement your own stop-loss and take-profit rules.
Stop-buy/sell
You can write a trading rule that executes a buy or sell order when a ticker's OHLC goes above or below a specified price.
Limit-buy/sell
You can place a limit order by setting buy_limit_price or sell_limit_price.
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Hi @rokups,
I have committed changes that add support for the following stop types:
- Stop-loss
- Take-profit
- Trailing stop-loss
You can see some examples in a new notebook: Applying Stops. These changes will be part of the next v1.1 release.
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Thank you! 🙏
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Related Issues (20)
- Multi-timeframe? HOT 2
- Indicator might be wrong when applying filter on backtesting data HOT 2
- Add MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) metrics. HOT 1
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- [Feature] Add support for Schwab
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- Error: Fill price 0 for prices below 0.005$ (like many cryptocurrencies) HOT 3
- fees and account amount HOT 5
- __init__() got an unexpected keyword argument 'adjust' HOT 1
- Data caching issue HOT 4
- 有考虑接入okx biance的数据么 HOT 1
- Add config option to save stop values in TestResult HOT 1
- caching data bug in month or week frequence HOT 2
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