is trade.entry_price wrong? Open/Close prices doesn't match entry price

[ghost]

Hello,

I am having some troubles with the reported entry price. I am using the EURUSD data set.

def next(self):

 if self.trades:
    print(f"Trades {self.trades[0].entry_price} {self.trades[0].entry_time}")
 if criteria_to_buy:
     self.buy()
     print(f"Orders {self.orders} {self.data.Open[-1]} {self.data.Close[-1]})
 elif criteria_to_sell:
    self.position.close() 

I cannot match the entry_price value with any of the near values(Open or Close) around the reported entry_time row in the dataset.

What could be wrong?

By the way I really like the project, Thank you very much!!

[ghost]

Never mind I just figured it out. I have to add the commission to the next open price, after this the price_entry matches.

Thanks!

[kernc]

Indeed, the oddity you observe is due to entry price adjustment for set comission:

backtesting.py/backtesting/backtesting.py

Lines 745 to 750 in 7671f04

	def _adjusted_price(self, size=None, price=None) -> float:
	"""
	Long/short `price`, adjusted for commisions.
	In long positions, the adjusted price is a fraction higher, and vice versa.
	"""
	return (price or self.last_price) * (1 + copysign(self._commission, size))

[ghost]

Thank you very much!