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My stop order is not working
vidal boreal
posted

My stop order doesn't work even I set it to 0.999
Is it because I have put it in the "handle_data" and it keeps changing?

STOP_LOSS = 0.999   

def handle_data(context,data):  
    MAX_LEVERAGE = calc_leverage(context.portfolio.cash)  
    context.pctx = diversify(context,data,context.security_listF,MAX_LEVERAGE)  
    if context.pctx == 0:  
        return  
    for s in context.security_listF:  
        cp = data.current(s,'price')  
        if s not in context.portfolio.positions and s not in get_open_orders():  
            #if context.portfolio.cash > 0:  
                if data.can_trade(s):  
                    order_target_percent(s,context.pctx,style=MarketOrder())  
                    context.sl[s] = cp * STOP_LOSS  
                    order_target(s,0,style=StopOrder(context.sl[s]))
2 responses
vidal boreal

It finally works in this way...

MAX_LEVERAGE = calc_leverage(context.portfolio.cash)  
    context.pctx = diversify(context,data,context.security_listF,MAX_LEVERAGE)  
    if context.pctx == 0:  
        return  
    for s in context.security_listF:  
        cp = data.current(s,'price')  
        if s not in context.portfolio.positions and s not in get_open_orders():  
            #if context.portfolio.cash > 0:  
                if data.can_trade(s):  
                    #shares = context.portfolio.portfolio_value * context.pctx / cp  
                    order_target_percent(s,context.pctx,style=MarketOrder())  
    for s in context.portfolio.positions:  
                    cb = context.portfolio.positions[s].cost_basis  
                    context.sl[s] = cb * STOP_LOSS  
                    order_target(s,0,style=StopOrder(context.sl[s]))
vidal boreal 
MAX_LEVERAGE = calc_leverage(context.portfolio.cash)  
    context.pctx = diversify(context,data,context.security_listF,MAX_LEVERAGE)  
    if context.pctx == 0:  
        return  
    for s in context.security_listF:  
        cp = data.current(s,'price')  
        if s not in context.portfolio.positions and s not in get_open_orders():  
            #if context.portfolio.cash > 0:  
                if data.can_trade(s):  
                    #shares = context.portfolio.portfolio_value * context.pctx / cp  
                    order_target_percent(s,context.pctx,style=MarketOrder())  
        if s in context.portfolio.positions and s not in get_open_orders():  
                    cb = context.portfolio.positions[s].cost_basis  
                    context.sl[s] = cb * STOP_LOSS  
                    order_target(s,0,style=StopOrder(context.sl[s]))
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