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.
from pybroker.
Thank you! 🙏
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Related Issues (20)
- enable_fractional_shares is not considered by calc_target_shares HOT 3
- Adding interactive examples
- Add cababillity to pickle the Portfolio object and then reuse it for incremental backtests or live trading HOT 14
- Unclear which timezone between_time uses HOT 9
- How to limit the order price to satisfy "Limit up" or "Limit down" rule? HOT 1
- profit_factor below confidence interval HOT 1
- How to specify the closing price as the opening price of the next bar in Strategy.backtest()? HOT 1
- dependency conflicts HOT 1
- Suspicious short trade in a pure long trades HOT 6
- pip install lib-pybroker fail HOT 1
- "ValueError: DataSource is empty." for Akshare as data sources HOT 4
- Question about shares and pnl number in "result.trades" HOT 8
- can't backtest with fresh installation HOT 4
- Support Pandas 2 HOT 5
- Return indicator values and model predictions from Strategy HOT 1
- Add support for global models HOT 1
- Support custom fee structure HOT 3
- Add config option for disabling quantization in results HOT 1
- question about ctx.dt and indicator value HOT 3
- Error: Fill price 0 for prices below 0.005$ (like many cryptocurrencies) HOT 3
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from pybroker.