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strategy
Strategy order management — entry, exit, close, and order functions
strategy
Manage entries, exits, and track position metrics for backtesting strategies. The strategy namespace provides order creation, cancellation, and real-time P&L tracking. Use with @script.strategy() decorator to enable position management.
Quick Example
from pynecore.lib import (
close, high, low, strategy, ta, bar_index, script
)
from pynecore.types import Persistent
@script.strategy(title="Simple Strategy", initial_capital=10000)
def main():
sma20: Persistent[float] = ta.sma(close, 20)
if bar_index == 20:
strategy.entry("long", strategy.long, qty=1)
if ta.crossunder(close, sma20):
strategy.close("long", comment="Exit on cross below")
# Check performance
pnl: float = strategy.netprofit
position: float = strategy.position_size
Functions
strategy.entry()
Create a new order to open or add to a position. Modifies existing unfilled orders with the same id.
| Parameter | Type | Description |
|---|---|---|
| id | str | Order identifier |
| direction | int | Trade direction: strategy.long or strategy.short |
| qty | float | None | Quantity in units (optional, uses strategy default if None) |
| limit | float | None | Limit price for entry (optional) |
| stop | float | None | Stop price for entry (optional) |
| oca_name | str | None | One-Cancels-All group identifier (optional) |
| oca_type | int | OCA behavior type (optional) |
| comment | str | None | Order comment (optional) |
| alert_message | str | None | Alert message text (optional) |
Returns: None
strategy.entry("long_1", strategy.long, qty=2.5)
strategy.entry("entry_limit", strategy.long, qty=1, limit=100.5)
strategy.exit()
Create price-based exit orders (take-profit, stop-loss, or trailing stop). Modifies existing unfilled orders with the same id.
| Parameter | Type | Description |
|---|---|---|
| id | str | Exit order identifier |
| from_entry | str | None | Entry id to exit (optional, exits from any entry if None) |
| qty | float | None | Exit quantity (optional) |
| qty_percent | float | None | Exit as % of position (optional) |
| profit | float | None | Take-profit in currency units (optional) |
| limit | float | None | Limit price for take-profit (optional) |
| loss | float | None | Stop-loss in currency units (optional) |
| stop | float | None | Stop price for stop-loss (optional) |
| trail_price | float | None | Trailing stop price offset (optional) |
| trail_points | float | None | Trailing stop in points (optional) |
| trail_offset | float | None | Trailing offset (optional) |
| oca_name | str | None | OCA group identifier (optional) |
| comment | str | None | Order comment (optional) |
| comment_profit | str | None | TP comment (optional) |
| comment_loss | str | None | SL comment (optional) |
| comment_trailing | str | None | Trailing stop comment (optional) |
| alert_message | str | None | Alert text (optional) |
| alert_profit | str | None | TP alert (optional) |
| alert_loss | str | None | SL alert (optional) |
| alert_trailing | str | None | Trailing alert (optional) |
| disable_alert | bool | Suppress alerts if True (optional) |
Returns: None
strategy.exit("tp_sl", qty_percent=100, profit=500, loss=200)
strategy.exit("trail", trail_points=50, comment="Trailing stop")
strategy.close()
Exit a position opened by entries with a specific id. Closes the position immediately at market price.
| Parameter | Type | Description |
|---|---|---|
| id | str | Entry id to close |
| comment | str | None | Order comment (optional) |
| qty | float | None | Partial close quantity (optional) |
| qty_percent | float | None | Partial close as % of position (optional) |
| alert_message | str | None | Alert text (optional) |
| immediately | bool | Close at market immediately (optional) |
Returns: None
strategy.close("long_1", comment="Exit signal")
strategy.close("entry_a", qty_percent=50)
strategy.close_all()
Close the entire open position immediately at market price, regardless of entry ids.
| Parameter | Type | Description |
|---|---|---|
| comment | str | None | Order comment (optional) |
| alert_message | str | None | Alert text (optional) |
| immediately | bool | Close immediately (optional) |
Returns: None
strategy.close_all(comment="Exit all positions")
strategy.order()
Create a new order to open, add to, or exit a position. Modifies existing unfilled orders with the same id.
| Parameter | Type | Description |
|---|---|---|
| id | str | Order identifier |
| direction | int | Trade direction: strategy.long or strategy.short |
| qty | float | None | Quantity in units (optional) |
| limit | float | None | Limit price (optional) |
| stop | float | None | Stop price (optional) |
| oca_name | str | None | OCA group identifier (optional) |
| oca_type | int | OCA behavior type (optional) |
| comment | str | None | Order comment (optional) |
| alert_message | str | None | Alert text (optional) |
| disable_alert | bool | Suppress alerts if True (optional) |
Returns: None
strategy.order("hedge", strategy.short, qty=1, limit=99.5)
strategy.cancel()
Cancel a pending or unfilled order by id. Cancels all orders sharing the same id.
| Parameter | Type | Description |
|---|---|---|
| id | str | Order identifier to cancel |
Returns: None
strategy.cancel("limit_order")
strategy.cancel_all()
Cancel all pending or unfilled orders regardless of id.
Returns: None
strategy.cancel_all()
Variables
| Name | Type | Description |
|---|---|---|
| position_size | float | Current position size (> 0 = long, < 0 = short, 0 = flat). Returns NaN if no position. |
| position_avg_price | float | Average entry price of current position. Returns NaN if flat. |
| opentrades | int | Count of open (unfilled entry) positions. |
| openprofit | float | Current unrealized P&L for all open positions in currency units. |
| closedtrades | int | Total count of closed trades for the entire trading range. |
| wintrades | int | Count of winning trades. |
| losstrades | int | Count of losing trades. |
| eventrades | int | Count of breakeven trades. |
| netprofit | float | Total realized P&L for all closed trades in currency units. |
| grossprofit | float | Total P&L from winning trades in currency units. |
| grossloss | float | Total P&L from losing trades in currency units. |
| equity | float | Current equity = initial_capital + netprofit + openprofit. |
| max_drawdown | float | Maximum equity drawdown from peak in currency units. |
| max_drawdown_percent | float | Maximum drawdown as % of initial capital. |
| max_runup | float | Maximum equity run-up from entry in currency units. |
| max_runup_percent | float | Maximum run-up as % of initial capital. |
| initial_capital | float | Initial capital set in strategy properties. |
Constants
| Name | Type | Description |
|---|---|---|
| long | int | Direction constant for strategy.entry() and strategy.order(). Creates a buy/long position. |
| short | int | Direction constant for strategy.entry() and strategy.order(). Creates a sell/short position. |
| fixed | QtyType | Quantity type for strategy properties. Fixed number of units per entry. |
| cash | QtyType | Quantity type for strategy properties. Fixed currency amount per entry. |
| percent_of_equity | QtyType | Quantity type for strategy properties. Percentage of equity per entry. |
Compatibility
Not yet implemented:
strategy.account_currency— Account currency from propertiesstrategy.convert_to_account()— Currency conversion to account currencystrategy.convert_to_symbol()— Currency conversion to symbol currencystrategy.default_entry_qty()— Calculate default order quantitystrategy.margin_liquidation_price— Margin call liquidation pricestrategy.max_contracts_held_*— Maximum contract tracking variables- All percentage variables:
strategy.netprofit_percent,strategy.grossprofit_percent,strategy.grossloss_percent,strategy.openprofit_percent,strategy.avg_trade_percent,strategy.avg_winning_trade_percent,strategy.avg_losing_trade_percent strategy.position_entry_name— Entry order name for current position