Specific part of TOS Script Strategy into Python

[lmr26]

Hello Everyone

So i have build this strategy on TOS Script and i am currently converting it into python. I have tried converting it multiple times with no success, i have managed to convert only the beginning ( sell to open if low crosses FastMA) but i have not been able to convert this command (price = HIGH) how would you go to converting this to python also how would you go about the whole thing ? i'm new to coding, also i had a question does it have any tolerance i wasn't able to find that information but if some one knows the answer that would be greatly appreciated

thank you
LMR

AddOrder(OrderType.SELL_AUTO, low() crosses FastMA, tickColor = GetColor(1), arrowColor = GetColor(1), name = "GoldenCrossBreakoutsLE", price = HIGH);
AddOrder(OrderType.BUY_TO_CLOSE, low() crosses FastMA, tickColor = GetColor(2), arrowColor = GetColor(2), name = "GoldenCrossBreakoutsLX")

 

[mashume]

According to the docs here:
https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Others/AddOrder
that's the price the trade will be executed at.
in python, you would need to do something along the lines of:

if condition is True:
    trade_price = HIGH
    execute_trade(price = trade_price)

obviously, that code won't actually do anything since I have no idea how you're sourcing, storing, or accessing your data and you don't mention much about how you'd go about executing the trade.

Hope that helps a bit
-mashume

 

[lmr26]

According to the docs here:
https://tlc.thinkorswim.com/center/reference/thinkScript/Functions/Others/AddOrder
that's the price the trade will be executed at.
in python, you would need to do something along the lines of:

if condition is True:
    trade_price = HIGH
    execute_trade(price = trade_price)

obviously, that code won't actually do anything since I have no idea how you're sourcing, storing, or accessing your data and you don't mention much about how you'd go about executing the trade.

Hope that helps a bit
-mashume

Hey Mashume

I'm using Quantconnect.com to source and access the data, are you familiar with this website ? i will try to adapt your code into the data format of quantconnect. but to make sure thats the order execution price, not the order trigger which is by the low of the candle crossing correct ? thank you so much for you help its been really hard to find information about this example in Python, i will share how i converted those lines, let me know what do you think.

thank you
LMR

 

[mashume]

Hey Mashume

I'm using Quantconnect.com to source and access the data, are you familiar with this website ? i will try to adapt your code into the data format of quantconnect. but to make sure thats the order execution price, not the order trigger which is by the low of the candle crossing correct ? thank you so much for you help its been really hard to find information about this example in Python, i will share how i converted those lines, let me know what do you think.

thank you
LMR

A quick check of my password manager reveals that I have accounts with:
quant-studio
quantopian
and
quantshare
but not quantconnect... I'll have to check them out.


-mashume

 

[lmr26]

A quick check of my password manager reveals that I have accounts with:
quant-studio
quantopian
and
quantshare
but not quantconnect... I'll have to check them out.


-mashume

Thats unfortunate, give them a try i have found them to be the best one and easy to use, i will share in the thread the python code i wrote at the end, please let me know what you think