Solid entry/exit patterns

Practices that reduce bugs and improve the quality of strategies. The items listed derive from errors observed in execution logs, not from theory.

A defensive scaffold gathering all best practices: type conversion, warmup, state initialization, and explicit exits.

def on_bar_strategy(sdk, params):
    params = params or {}
    fast = int(params.get("fast_period", 9))
    slow = int(params.get("slow_period", 21))
    risk_pct = float(params.get("risk_pct", 0.02))

    # 1. Warmup
    if len(sdk.candles) < max(fast, slow) + 1: return

    # 2. State
    if not isinstance(sdk.state, dict): sdk.state = {}
    if "last_time" not in sdk.state: sdk.state["last_time"] = 0

    # 3. Indicators & Logic
    # ... computation ...

    # 4. ENTRY
    if sdk.position == 0:
        if buy_signal:
            sdk.buy(action="buy_to_open", qty=1, order_type="market")
        elif sell_signal:
            sdk.sell(action="sell_short_to_open", qty=1, order_type="market")

    # 5. EXIT
    elif sdk.position > 0 and exit_signal:
        sdk.sell(action="sell_to_close", qty=abs(sdk.position), order_type="market")
    elif sdk.position < 0 and cover_signal:
        sdk.buy(action="buy_to_cover", qty=abs(sdk.position), order_type="market")

Visual representation of the standard execution loop recommended for all TessTrade strategies.

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Key Best Practices

Check sdk.position before entering

Without this, the engine silently ignores extra orders if Max Positions = 1.

Use qty=abs(sdk.position) to close

Ensures the entire position is closed, especially important in fractional spot markets.

Do not use candle indices as timestamps

Always use sdk.candles[-1]["time"] for accuracy in timeline alignment.