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Simulated stop & limit orders
Blue Seahawk
edited Jun 5, 2018
Tools and Tips

Optimize doesn't like to see any stop and limit orders
so here's an example of taking profit or stopping loss using handle_data each minute.

03 06:31 track_orders:110 INFO track_orders active. Headers ...  
03 06:31 track_orders:111 INFO              Shares     Shares  
03 06:31 track_orders:112 INFO Min   Action Order  Sym  Now   at Price   PnL   Stop or Limit   Cash  Id  
03 06:33 opens:32 INFO order 0.5 TOL prc 48.84  limit 48.87  
03 06:33 opens:32 INFO order 0.5 SPY prc 269.00  limit 269.13  
03 06:33 _trac:128 INFO    3   Buy 511 TOL _ at 48.84 limit 48.86                    50000  1e4d  
03 06:33 _trac:128 INFO    3   Buy 92 SPY _ at 269.00 limit 269.13                   50000  8299  
03 06:34 _trac:128 INFO    4      Bot 92 SPY (92) at 269.12 limit 269.13             25228  8299  
03 06:36 _trac:128 INFO    6      Bot 191/511 TOL (191) at 48.78 limit 48.86         15906  1e4d  
03 06:37 _trac:128 INFO    7      Bot all 320/511 TOL (511) at 48.81 limit 48.86     279  1e4d

Profit at minute 64 ...  
03 07:34 handle_data:58 INFO takeprofit 511 TOL cb 48.82  prc 49.33  ratio 1.01  
03 07:34 _trac:128 INFO   64   Sell -511 TOL (511) at 49.33                          279  be63  
03 07:35 _trac:128 INFO   65      Sold -511 TOL _ at 49.38                           25499  be63  
03 12:48 _trac:128 INFO  378   Sell -92 SPY (92) at 270.63                           25499  95e5  
03 12:49 _trac:128 INFO  379      Sold -92 SPY _ at 270.53                           50375  95e5  
04 06:33 opens:32 INFO order 0.5 TOL prc 50.67  limit 50.70  
04 06:33 opens:32 INFO order 0.5 SPY prc 271.32  limit 271.46  
04 06:33 _trac:128 INFO    3   Buy 497 TOL _ at 50.67 limit 50.69                    50375  8e4f  
04 06:33 _trac:128 INFO    3   Buy 92 SPY _ at 271.32 limit 271.45                   50375  dab3  
04 06:34 _trac:128 INFO    4      Bot 92 SPY (92) at 271.37 limit 271.45             25397  dab3  
04 06:36 _trac:128 INFO    6      Bot 497 TOL (497) at 50.67 limit 50.69             201  8e4f

Stop at minute 14 ...  
04 06:44 handle_data:58 INFO stoploss 497 TOL cb 50.70  prc 50.12  ratio 0.99  
04 06:44 _trac:128 INFO   14   Sell -497 TOL (497) at 50.12                          201  3839  
04 06:45 _trac:128 INFO   15      Sold -497 TOL _ at 50.20                           25137  3839  
04 12:48 _trac:128 INFO  378   Sell -92 SPY (92) at 271.70                           25137  f0c5  
04 12:49 _trac:128 INFO  379      Sold -92 SPY _ at 271.64                           50115  f0c5
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