Close trade after specific time

[McHill007]

Hi, sorry für the question but I'm not able to find a nice solution.

I would like to hold every trade for 9 months ~ 180 candles, with a stop loss of 20%.

Could somebody give me a hint how to solve this in a nice way.

Thanks
Eric

[McHill007]

I managed to implement the hold time.

        for trade in self.trades:
            d0 = trade.entry_time.to_pydatetime().date()
            d1 = self.data.index[-1].date()
            delta = d1 - d0
            if (  delta.days )  >= 180:
                trade.close()    

[kernc]

You could use pd.Timestamp (and pd.Timedelta) directly:

    if (self.data.index[-1] - trade.entry_time).days > 180:
        ...

For a stop loss, pass:

    self.buy(..., sl=0.8 * cur_price)

[McHill007]

Ok, that's nicer ... thanks for support :)

How could I trail the 20%?

[McHill007]

seems like this works out
TSL = max(trade.sl,slprice)

[kernc]

Exactly. It's what TrailingStrategy does:

backtesting.py/backtesting/lib.py

Lines 476 to 486 in ae11c90

	def next(self):
	super().next()
	# Can't use index=-1 because self.__atr is not an Indicator type
	index = len(self.data)-1
	for trade in self.trades:
	if trade.is_long:
	trade.sl = max(trade.sl or -np.inf,
	self.data.Close[index] - self.__atr[index] * self.__n_atr)
	else:
	trade.sl = min(trade.sl or np.inf,
	self.data.Close[index] + self.__atr[index] * self.__n_atr)

[acierum]

thanks! will give that a try