strategy link

Manage entries, exits, and track position metrics for backtesting strategies. The strategy namespace provides order creation, cancellation, and real-time P&L tracking. Use with @script.strategy() decorator to enable position management.

Quick Example link

from pynecore.lib import (
    close, high, low, strategy, ta, bar_index, script
)
from pynecore.types import Persistent

@script.strategy(title="Simple Strategy", initial_capital=10000)
def main():
    sma20: Persistent[float] = ta.sma(close, 20)
    
    if bar_index == 20:
        strategy.entry("long", strategy.long, qty=1)
    
    if ta.crossunder(close, sma20):
        strategy.close("long", comment="Exit on cross below")
    
    # Check performance
    pnl: float = strategy.netprofit
    position: float = strategy.position_size

Functions link

strategy.entry() link

Create a new order to open or add to a position. Modifies existing unfilled orders with the same id.

Returns: None

strategy.entry("long_1", strategy.long, qty=2.5)
strategy.entry("entry_limit", strategy.long, qty=1, limit=100.5)

strategy.exit() link

Create price-based exit orders (take-profit, stop-loss, or trailing stop). Modifies existing unfilled orders with the same id.

Returns: None

strategy.exit("tp_sl", qty_percent=100, profit=500, loss=200)
strategy.exit("trail", trail_points=50, comment="Trailing stop")

strategy.close() link

Exit a position opened by entries with a specific id. Closes the position immediately at market price.

Returns: None

strategy.close("long_1", comment="Exit signal")
strategy.close("entry_a", qty_percent=50)

strategy.close_all() link

Close the entire open position immediately at market price, regardless of entry ids.

Returns: None

strategy.close_all(comment="Exit all positions")

strategy.order() link

Create a new order to open, add to, or exit a position. Modifies existing unfilled orders with the same id.

Returns: None

strategy.order("hedge", strategy.short, qty=1, limit=99.5)

strategy.cancel() link

Cancel a pending or unfilled order by id. Cancels all orders sharing the same id.

Returns: None

strategy.cancel("limit_order")

strategy.cancel_all() link

Cancel all pending or unfilled orders regardless of id.

Returns: None

strategy.cancel_all()

disable_alert is accepted for Pine compatibility. PyneCore currently records alert messages on orders but does not dispatch order-fill alerts, so the parameter has no additional runtime effect.

strategy.default_entry_qty() link

Quantity a default-sized strategy.entry() / strategy.order() would buy at a given fill price, derived from default_qty_type and default_qty_value.

Returns: float

The price is snapped onto the tick grid before the size is computed, and the size is then floored onto the lot grid. With strategy.fixed sizing the price is ignored entirely; with money-based sizing a price of na — or one that snaps to zero — gives 0. An open position is not considered, so a reversing order reports its own quantity, not the amount needed to flip the position.

qty = strategy.default_entry_qty(close)

Variables link

Constants link

Compatibility link

Order sizing:

• Only a positive, finite qty is placed. A quantity that cannot be sized — na or infinite — is dropped like a non-positive one. This also covers a default-sized order whose size resolves to na, for example default_qty_value=na with strategy.percent_of_equity sizing. Pine Script rejects an na default_qty_value at compile time, so this only concerns hand-written Pyne code.