You need to add lines for?

Hi all,

I am running a strategy, but my sell orders are being executed as soon as
the buy orders are placed.

I am trying to use trailing stop orders, but suspect am making an error
somewhere.
I did read the thread at
/g/twsapi/topic/trail_limit_orders/34461744 but it did not
help. Yes, the problem was different, but I was hoping I would get some
ideas.
Here is the order placing code.

while not output_queue.empty():
? ? ? ? ? ? ? ? strategy_outputs.append(output_queue.get())

? ? ? ? for output in strategy_outputs:
? ? ? ? ? ? ? ? contract = output["contract"]
? ? ? ? ? ? ? ? trigger_price = round_to_multiple(output["stop_loss_price"],
broker_multiple, "nearest")
? ? ? ? ? ? ? ? price_upper_limit = 800? # Avoid buying too expensive stocks
? ? ? ? ? ? ? ? order_quantity = 5
? ? ? ? ? ? ? ? ltp = output["last_closing_price"]
? ? ? ? ? ? ? ? current_cash = getCash("U8034364")
? ? ? ? ? ? ? ? amount_required_for_transaction = order_quantity * ltp

? ? ? ? ? ? ? ? if output["current_signal"] == 1 and contract not in
[i.contract for i in ib.openTrades()] and contract not in [i.contract for i
in ib.positions()]:
? ? ? ? ? ? ? ? ? ? ? ? if current_cash > amount_required_for_transaction
and ltp < price_upper_limit:
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? # We have the money, so buy the stock
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? parent_order = LimitOrder("BUY",
order_quantity, ltp, outsideRth=True, transmit=False)
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? parent_order.orderId = ib.client.getReqId()
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_loss_order = StopOrder("SELL",
order_quantity, trigger_price, parentId=parent_order.orderId, transmit=True)
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_loss_order.tif = "GTC"
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_loss_order.orderId =
ib.client.getReqId()
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_loss_order.adjustedOrderType = "TRAIL"
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? trail_amount = 0.08
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_loss_order.adjustedTrailingAmount =
trail_amount
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_loss_order.adjustedStopPrice =
trigger_price
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? parent_trade = ib.placeOrder(contract,
parent_order)
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? stop_trade = ib.placeOrder(contract,
stop_loss_order)
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? print("bought ",contract.symbol)
? ? ? ? ? ? ? ? elif output["current_signal"] == -1 and contract in
[i.contract for i in ib.positions()]:
? ? ? ? ? ? ? ? ? ? ? ? # Time to sell
? ? ? ? ? ? ? ? ? ? ? ? positions = ib.positions()
? ? ? ? ? ? ? ? ? ? ? ? for p in positions:
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? if p.contract == contract:
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? order_quantity = p.position
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? order_price =
output["last_closing_price"]
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? parent_order = LimitOrder("SELL",
order_quantity, order_price, outsideRth=True)
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? parent_trade =
ib.placeOrder(contract, parent_order)
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? print("sold ",contract.symbol)

? ? ? ? ? ? ? ? ib.sleep(5)? # Cater to IB data downloading restrictions

? ? ? ? ib.disconnect()

? ? ? ? with
open('reports/signal_file_daily_kalman_crossover_long_only_runner.csv', 'w',
newline='') as f:
? ? ? ? ? ? ? ? writer = csv.writer(f)
? ? ? ? ? ? ? ? if strategy_outputs:
? ? ? ? ? ? ? ? ? ? ? ? writer.writerow(strategy_outputs[0].keys())
? ? ? ? ? ? ? ? ? ? ? ? for dictionary in strategy_outputs:
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? writer.writerow(dictionary.values())

? ? ? ? print("Kalman crossover run complete")

Pranav