I want to backtest a trading strategy. Its relatively simple. Just buy a stock at a start price. Immediately set a sell order at an exit difference above and a buy order at an entry difference below. I want it to continue till a max open lot number of times. I have managed to write code below. The orders are places but none execute. I am using the backtesting.py library https://kernc.github.io/backtesting.py/doc/backtesting/index.html Example: start = 125 orders should be placed at buy 124, sell 126..buy 125, sell 127..buy 126, sell 128 and so on. The next function runs for every new row of the data and it there that i am having trouble to set my current buy and sell prices. Help anyone please
from backtesting import Backtest, Strategy, Position
from backtesting.lib import crossover, SignalStrategy
from backtesting.test import SMA
class Scalp_buy(Strategy):
start = 125
lot_step = 5
buy_criteria = 1
sell_criteria = 1
max_open = 10
lot_size = 6000
max_loss = 1000
equity_list = []
current_buy_order = []
current_sell_order = []
current_buy = start - buy_criteria
current_sell = start + sell_criteria
def init(self):
super().init()
self.current_buy = self.start - self.buy_criteria
self.current_sell = self.start + self.sell_criteria
self.buy(price = self.start, tp = self.current_sell)
def next(self):
super().next()
for x in range(0,self.max_open):
self.orders.set_entry(price = self.current_buy)
self.orders.set_tp(price = self.current_sell)
self.current_buy += self.buy_criteria
self.current_sell += self.sell_criteria
# print(self.position.open_time,self.position.open_price,self.position.pl, self.position.pl_pct , self.position.size)
bt = Backtest(df, Scalp_buy, cash=10000, commission=.0014)
output = bt.run()
output```
