Comments (10)
You need to cancel all stops after calling sell_all_shares:
def rotate(ctx: ExecContext):
if ctx.long_pos():
if ctx.symbol not in pyb.param('top_symbols'):
ctx.sell_all_shares()
ctx.cancel_stops(ctx.symbol)
else:
target_size = pyb.param('target_size')
ctx.buy_shares = ctx.calc_target_shares(target_size)
ctx.score = ctx.indicator('roc_20')[-1]
ctx.stop_trailing_pct = 5
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This is likely due to using both a trailing stop and selling all shares in the same strategy. You should only use either sell_all_shares or a stop if your intention is to exit a position, not both at the same time.
However, I will look into this more to see if it makes sense to add logic for the long stop to trigger only if there is a long position.
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I was intended to try if it's possible to sell all share either not in "top symbols" list or a daily drop greater than trailing stop threshold.
Yes, please investigate further. Much appreciate.
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Added a check for an existing long/short position before triggering a long/short stop. Fix is in dev and will be merged into v1.1.30.
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Hi @edtechre,
I saw 1.1.30 added "Checks for existing long/short positions before triggering long/short stops". So I upgraded pybroker to 1.1.30 and re-run "10. Rotational Trading.ipynb" with ctx.stop_trailing_pct = 5, the result seems no difference with using 1.1.29.
If the trailing stop sold all long position at trade id#4, and in function "rotate" using "if ctx.long_pos()" prevents over sell, how these short trades happened?
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You need to cancel all stops after calling sell_all_shares:
def rotate(ctx: ExecContext): if ctx.long_pos(): if ctx.symbol not in pyb.param('top_symbols'): ctx.sell_all_shares() ctx.cancel_stops(ctx.symbol) else: target_size = pyb.param('target_size') ctx.buy_shares = ctx.calc_target_shares(target_size) ctx.score = ctx.indicator('roc_20')[-1] ctx.stop_trailing_pct = 5
Thank, this helps a lot! 👍
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Hi @edtechre,
I noticed the change log of release 1.1.34:
Removes all stops when ctx.sell_all_shares is called.
Does this mean there is no need to manually call "ctx.cancel_stops(ctx.symbol)" after "ctx.sell_all_shares()"?
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Hi @none2003,
It is equivalent. The only difference is that ctx.cancel_stops(symbol)
also cancels stops for any short positions for symbol
.
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Hi @none2003,
It is equivalent. The only difference is that
ctx.cancel_stops(symbol)
also cancels stops for any short positions forsymbol
.
Can I understand that while sell_all_shares closes all long positions, it also cancels stops for any long positions? So does it also mean cover_all_shares close all short positions and also cancel stops for any short positions?
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Thanks for catching, I have also made the change to cover_all_shares.
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