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I'd like to request an enhancement to the Backtesting.py library that introduces two new parameters, order_validity and trade_validity, to the buy and sell methods within the Strategy class. order_validity = 10 the order auto cacels after 10 bar after the order if not filled and trade_validity = 20 the trade auto cancels after 20 bar after the order is filled and if trade not already exited (by sl or tp)
Expected Behavior
I'd like to request an enhancement to the Backtesting.py library that introduces two new parameters, order_validity and trade_validity, to the buy and sell methods within the Strategy class. order_validity = 10 the order auto cacels after 10 bar after the order if not filled and trade_validity = 20 the trade auto cancels after 20 bar after the order is filled and if trade not already exited (by sl or tp)
Implementation example
def buy(
self, *, size=1, limit=100, sl=95, tp=110, order_validity=10, trade_validity=20
):
def sell(
self, *, size=1, limit=100, sl=105, tp=90, order_validity=10, trade_validity=20
):
Additional info
If anyone already has implemented or interested please comment down.
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