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I tried to write a function that blocks new trades being placed for 30 minutes after a stop or take profit is hit, as often the trade criteria are still met immediately after exiting a position on shorter time frames, which can create a terrible loop of repeated losses, or cause an entry near the end of a breakout after tp is hit. I was using a scheduled event every minute to check against the time of my most recent tickets, but I am not sure how to do that outside of OnOrderEvent, which is the logic I was piggypacking off of? Or if there is a simpler way that I am missing.? Obviously, this code does not run as ‘orderEvent.OrderId’ does not exist outside of OnOrderEvent
self.Schedule.On(everyday, self.TimeRules.Every(timedelta(minutes=1)), self.TradeBuffer)
def TradeBuffer(self):
for symbol, data in self.symbolData.items():
if data.stopmarketorderticket != None and data.stopmarketorderticket.OrderId == orderEvent.OrderId:
if self.UtcTime >= (data.stopmarketorderticket.Time + timedelta(minutes=30)):
data.longTrade = True
if data.limitorderticket != None and data.limitorderticket.OrderId == orderEvent.OrderId:
if self.UtcTime >= (data.limitorderticket.Time + timedelta(minutes=30)):
data.longTrade = True
Vladimir
Victoria Butler
Attached backtest blocks new trades being placed for X minutes after a Stop Loss or Take Profit is hit.
if not self.wait > X: return
If you are satisfied with my answer, please accept it and don't forget to like it.
Victoria Butler
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