[Error name : ValueError] I got some error during coding Help please

[husfsj]

below are my strategy code
it use MACD, EMA simple
I have some problem with code that when i run and got this kind of message
backtesting.py", line 713, in new_order raise ValueError(ValueError: Long orders require: SL (38498.388) < LIMIT (38293.637299999995) < TP (38846.265)

i know whats meaning about error but dont know how to fix it
just guess it have problem with setting SL/TP
can you guys solve this error?
thanks

this is error message

File "c:\Users\ssungjae\Dropbox\PC\Desktop\Python_auto\MACD_backtesting.py", line 82, in
stats = bt.run()
File "C:\Users\ssungjae\Anaconda3\lib\site-packages\backtesting\backtesting.py", line 1170, in run
strategy.next()
File "c:\Users\ssungjae\Dropbox\PC\Desktop\Python_auto\MACD_backtesting.py", line 59, in next
self.buy(sl = long_sl, tp = long_tp, limit = None)
File "C:\Users\ssungjae\Anaconda3\lib\site-packages\backtesting\backtesting.py", line 210, in buy
return self._broker.new_order(size, limit, stop, sl, tp)
File "C:\Users\ssungjae\Anaconda3\lib\site-packages\backtesting\backtesting.py", line 713, in new_order
raise ValueError(
ValueError: Long orders require: SL (38377.374) < LIMIT (37722.729699999996) < TP (38724.157499999994)

import ccxt
import time
import pandas as pd
import pprint
import numpy
import talib
from backtesting import Strategy
access = ""
secret = ""

binanceX = ccxt.binance(config={
'apiKey': access,
'secret': secret,
'enableRateLimit': True,
'options': {
'defaultType': 'future'
}
})

load candle data

def GetOhlcv(binance, Ticker, period):
btc_ohlcv = binance.fetch_ohlcv(Ticker, period)
df = pd.DataFrame(btc_ohlcv, columns=['datetime', 'Open', 'High', 'Low', 'Close', 'Volume'])
df['datetime'] = pd.to_datetime(df['datetime'], unit='ms')
df.set_index('datetime', inplace=True)
return df
df_5min = GetOhlcv(binanceX, 'BTC/USDT', '5m')

class MACD_EMA(Strategy):
### EMA 간격
n50 = 50
n200 = 200
df_5min = GetOhlcv(binanceX, 'BTC/USDT', '5m')

# MACD mode: macd=0,  macdSignal=1, macdHist=2
MACD_mode=2

def init(self):
  # self.MACDhist_5m = self.I(MACD, df_5min['close'])
    self.MACD = self.I(talib.MACD, self.df_5min['Close'])
    self.MACD = self.MACD[self.MACD_mode]

    self.ema50 = self.I(talib.EMA, self.df_5min['Close'], self.n50)
    self.ema200 = self.I(talib.EMA, self.df_5min['Close'], self.n200)



def next(self):
    if self.ema200[-2] < self.ema50[-2]: #5m EMA 50이 200보다 클 때 ==> only long만
        if self.MACD[-2] < 0 and self.MACD[-3] < 0 and self.MACD[-4] < 0 and self.MACD[-4] < self.MACD[-3] and self.MACD[-3] < self.MACD[-2] and not self.position.is_long and not self.position.is_short:
            # self.buy(sl = self.long_sl, tp =self.long_tp)
            price = self.df_5min["Open"][-1]
            long_sl = price * 0.996
            long_tp = price * 1.005    

            self.buy(sl = long_sl, tp = long_tp, limit = None)
            # for trade in trades:
            #     if price / trade.entry_price > 1.005:
            #         self.position.close()  
             

            
    elif self.ema200[-2] > self.ema50[-2]: #5m EMA 50이 200보다 작을 때 ==> only short만
        if self.MACD[-2] < 0 and self.MACD[-3] < 0 and self.MACD[-4] < 0 and self.MACD[-4] < self.MACD[-3] and self.MACD[-3] < self.MACD[-2] and not self.position.is_long and not self.position.is_short:
            price = self.df_5min["Open"][-1]
            short_sl = price * 1.004
            short_tp = price * 0.995
            self.buy(sl = short_sl, tp = short_tp, limit = None)
            # for trade in trades:
            #     if price / trade.entry_price < 0.995:
            #         self.position.close()  

from backtesting import Backtest
bt = Backtest(df_5min, MACD_EMA, margin=0.1, cash=1000, commission=0.003, exclusive_orders=False,)

stats = bt.run()
bt.plot()

[kernc]

ValueError: Long orders require: SL (38377.374) < LIMIT (37722.729699999996) < TP (38724.157499999994)

backtesting.py/backtesting/backtesting.py

Lines 711 to 715 in 94d20da

	if is_long:
	if not (sl or -np.inf) < (limit or stop or adjusted_price) < (tp or np.inf):
	raise ValueError(
	"Long orders require: "
	f"SL ({sl}) < LIMIT ({limit or stop or adjusted_price}) < TP ({tp})")

Limit price (or current market price for limit=None) must be greater than set SL (sl=) price for long orders.

[husfsj]

thank you for your help i solved that problem.
thank you very much!!