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I set the basic script below to take trades from first of August 2020 to end of September 2020, but when running the backtest in the console I can only see trades till the third of August. There are no specific entry criteria so there should always be conditions for a long trade. I also noticed that in the last few trades both my sell limit and sell stop market orders are getting filled simultaneously.
Upvote
Hi SIG_94
The problem is you're using Hour resolution, so the order will not be filled as the way you wish: it will fill at the end of that hour if you stop/limit price is within in that bar's high/low. So at a certain point, it is easy to fill both the stop loss and take profit order together, making the self.Portfolio.Invested always True later (you did one more additional sell short order) and no more trade happened after that. You can use minute/tick resolution for more accurate results and solve your filling problem.
Also in line 37 I think you mean
if order.Type == OrderType.Limit or order.Type == OrderType.StopMarket:
Cheers
Louis
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