I've read this post: https://www.quantopian.com/posts/weird-behaviour-of-stoploss

It doesn't seem to help.

So, in my handle_data I have my code executing a limit order if a certain condition is met. Further down I am placing a stop order if that limit order is filled. I get that I can't place a stoporder on a position not yet filled. So I have it executing on the portfolio object:

        if context.portfolio.positions[s].amount > 0:  
            order(s, context.portfolio.positions[s].amount)  
            message = '{stock}: Stop Order {orderNumber} {time} {price}'  
            message = message.format(stock=s, orderNumber=context.order_id, time=exchange_time, price=l[s][-2])  
            log.info(message)  

The frustrating part is the build error I'm getting is this:

Runtime exception: TypeError: unsupported operand type(s) for +: 'NoneType' and 'datetime.timedelta'

The line for this error is in here:

                    if exchange_time >= oo.dt + timedelta(days=2):  
                        cancel_order(oo.id)  
                        message = '{stock} Order {order_id} cancelled due to two-day rule'  
                        message = message.format(stock=oo.sid.symbol, order_id=oo.id)  
                        log.info(message)  

So, to me, it would seem the exchange_time piece is were my code is breaking. But after spending a day trying to figure out what in the hell I was doing wrong I isolated the problem to the first piece of code posted above.

In other words, if I remove the stopOrder code, the program runs just fine. So I know it's an issue with the stopOrder.

What I don't know is why in the world it's doing this... To me it seems very simple - I'm checking for open positions on the s (security) object. I have some. I want to place a stop order. But the program does not want to run with that one line to place the stop order. If I comment out that order line the code runs without issues and every time I get into that if block I have open positions.

What am I missing???