strategy.opentrades

Access information about open trades in a strategy. This namespace provides functions to query entry details, profit/loss metrics, drawdown and runup statistics, and commission information for each open trade by its trade number (zero-indexed).

Quick Example 

  from pynecore.lib import close, strategy, label, bar_index, script

@script.strategy(title="Monitor Open Trades")
def main():
    # Enter a trade on every close above 100
    if close > 100:
        strategy.entry("long", strategy.long, qty=1)
    
    # Monitor first open trade
    if strategy.opentrades.size(0) != 0:
        entry_price: float = strategy.opentrades.entry_price(0)
        current_profit: float = strategy.opentrades.profit(0)
        profit_pct: float = strategy.opentrades.profit_percent(0)
        max_dd: float = strategy.opentrades.max_drawdown(0)
        
        # Label showing trade metrics
        label.new(bar_index, close, 
                  f"P&L: {current_profit:.2f} ({profit_pct:.1f}%) | DD: {max_dd:.2f}")
        
        # Exit if drawdown exceeds 5%
        if strategy.opentrades.max_drawdown_percent(0) < -5.0:
            strategy.close("long")

Functions

commission(trade_num)

Returns the sum of entry and exit fees paid in the open trade, expressed in the strategy’s account currency.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Total fees, or 0.0 if trade doesn’t exist

  fees: float = strategy.opentrades.commission(0)  # 12.50

entry_price(trade_num)

Returns the entry price of the open trade.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Entry price, or NA if trade doesn’t exist

  price: float = strategy.opentrades.entry_price(0)  # 150.25

entry_bar_index(trade_num)

Returns the bar index where the trade was entered.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: int — Bar index of entry, or NA if trade doesn’t exist

  bar: int = strategy.opentrades.entry_bar_index(0)  # 42

entry_time(trade_num)

Returns the UNIX timestamp (in milliseconds) of the trade entry.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: int — UNIX time in milliseconds, or NA if trade doesn’t exist

  entry_ts: int = strategy.opentrades.entry_time(0)  # 1674123456000

entry_id(trade_num)

Returns the entry ID string of the open trade.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: str — Entry ID, or NA if trade doesn’t exist

  tid: str = strategy.opentrades.entry_id(0)  # "long"

entry_comment(trade_num)

Returns the comment message associated with the trade entry.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: str — Entry comment, or NA if trade doesn’t exist

  comment: str = strategy.opentrades.entry_comment(0)  # "Breakout signal"

size(trade_num)

Returns the position size and direction of the open trade. Positive values indicate long positions, negative values indicate short positions.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Position size (positive for long, negative for short), or 0 if trade doesn’t exist

  pos_size: float = strategy.opentrades.size(0)  # 2.5 (long) or -1.0 (short)

profit(trade_num)

Returns the unrealized profit or loss of the open trade in the strategy’s account currency. Losses are negative values.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Profit/loss, or 0 if trade doesn’t exist

  pnl: float = strategy.opentrades.profit(0)  # 125.50 or -50.25

profit_percent(trade_num)

Returns the unrealized profit or loss of the open trade as a percentage. Losses are negative values.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Profit/loss percentage, or 0 if trade doesn’t exist

  pnl_pct: float = strategy.opentrades.profit_percent(0)  # 5.25 or -2.10

max_runup(trade_num)

Returns the maximum unrealized profit during the open trade, expressed in the strategy’s account currency.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Maximum runup, or 0 if trade doesn’t exist

  max_profit: float = strategy.opentrades.max_runup(0)  # 250.75

max_runup_percent(trade_num)

Returns the maximum unrealized profit during the open trade as a percentage of entry value.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Maximum runup percentage, or 0 if trade doesn’t exist

  max_profit_pct: float = strategy.opentrades.max_runup_percent(0)  # 8.5

max_drawdown(trade_num)

Returns the maximum unrealized loss during the open trade, expressed in the strategy’s account currency.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Maximum drawdown, or 0 if trade doesn’t exist

  max_loss: float = strategy.opentrades.max_drawdown(0)  # -75.50

max_drawdown_percent(trade_num)

Returns the maximum unrealized loss during the open trade as a percentage of entry value.

ParameterTypeDescription
trade_numintTrade number (zero-indexed)

Returns: float — Maximum drawdown percentage, or 0 if trade doesn’t exist

  max_loss_pct: float = strategy.opentrades.max_drawdown_percent(0)  # -3.25

Compatibility

Not available in PyneCore:

  • strategy.opentrades.capital_held — Not yet implemented