Comments (10)
Hi,
I added support for the bracket order.
it will be available on pypi in the next release.
you could install it directly from github right now like this:
pip install -U git+https://github.com/alpacahq/alpaca-backtrader-api
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Oh I see. Yeah that works thank you.
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@shlomikushchi thanks. What version is this going to be in? I noticed 0.8.0 is out, but doesn't look like this fix is in it.
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I just tested this with a install of master branch like you suggested, but still I don't see it working. This is how I place the order:
take_prof = d.close[0]*1.05
stop_price = d.close[0]*0.95
orders = self.buy_bracket(
data=d,
exectype=bt.Order.Market,
stopprice=stop_price,
limitprice=take_prof,
size=10
)
And here is what I see in Alpaca closed orders:
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you are supposed to see the stop and take profit orders in the open orders, not the closed orders
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@shlomikushchi thank you for great posts. We are using Backtrader with Alpaca and are able to submit a bracket order as you suggested.
Is there a way to submit the stop price as the percent instead of a pre-calculated value? i.e. We want to submit a market order with a stop loss of .1%.
Thanks in advance!
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@arahmed24 why don't you just calculate it like this "stopprice=self.data0.close[0]*0.999" (assuming you are going long)
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@Kr011 Thanks for your response. That's what we are currently doing, we calculate the stop price based on closed price and submit it with the order. Our preference is to submit a stop loss as a percent of the executed price, not calculated based on the current price or close price. Let's take an example. Assume the close price 100 when we place the market order but it gets filled at 100.99/9executed price), in this case, we want the stop loss to be 100.99*.999 instead of 100 *.999.
Thanks
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@arahmed24 understood. I think it's better for you to open a new issue, as this one was a request to implement bracket orders, which was completed and already closed.
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@Kr011 will do :) Thanks for your help.
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Related Issues (20)
- Not a reliable API
- backtrader-api uses deprecated alpaca-trade-api - will it be migrated to alpaca-py?
- Documentation for creating new Alpaca is broken. HOT 1
- Trading Calender - Package Issue HOT 3
- Cannot import alpaca-backtrader-api (Python 3.9.9 MacOS) HOT 5
- backtest not going back far enough HOT 2
- Multiple datas has connection limited error?
- alpaca-trade-api uses UTC while `_clear_out_of_market_hours` assumes NY Time. HOT 1
- Alpaca AttributeError: 'Asset' has not attribute 'status'
- Data websocket error with paper trading. Error code = 1002 (protocol error)
- Multiple WebSocket Open or Proxy - for multiple strategies
- Cannot purchase Long and create a trailing stop
- The Default Value for 'stocklike'
- only getting minute data until 12pm EST everyday in historical mode HOT 1
- Multiple datas sample no longer works HOT 1
- alpaca-trade-api-python is being deprecated by alpaca-py HOT 1
- Replay with historical data only retrieve daily bars instead replaying every minute
- module 'finplot' has no attribute 'add_order' HOT 1
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