medium-4-5.py

def go_long(self):
    entry = self.high
    stop = entry - ta.atr(self.candles)*3
    qty = utils.risk_to_qty(self.capital, 5, entry, stop, fee_rate=self.fee_rate)

    # highest price of the last 20 bars
    last_20_highs = self.candles[-20:, 3]
    previous_high = np.max(last_20_highs)

    self.buy = qty, entry
    self.stop_loss = qty, stop
    self.take_profit = qty/2, previous_high

def go_short(self):
    entry = self.low
    stop = entry + ta.atr(self.candles) * 3
    qty = utils.risk_to_qty(self.capital, 5, entry, stop, fee_rate=self.fee_rate)

    # lowest price of the last 20 bars
    last_20_lows = self.candles[-20:, 4]
    previous_low = np.min(last_20_lows)

    self.sell = qty, entry
    self.stop_loss = qty, stop
    self.take_profit = qty / 2, previous_low