Strategy function evaluates the next bar

[takumi-miyajima]

Describe the bug

The bar evaluated in the strategy function is using the value of the next bar in the future.

To Reproduce

Create a simple strategy:

"""
@pyne
"""

from pynecore.lib import bar_index, open, script, strategy


@script.strategy()
def main():
    if bar_index < 10:
        print("----------------------------------------")
        print("bar_index=", bar_index, " open=", open)

    if bar_index == 3:
        strategy.entry(id="unique-trade-id", direction=strategy.long)

    return {}

Add a debug print statement in pynecore/lib/strategy/__init__.py:534:

        print('pynecore/lib/strategy/__init__.py:534')
        print('price=',price, ' h=', h, ' l=', l)

Execute the script:
uv run pyne run simple ccxt_kraken_USD_JPY_15

Expected behavior

The strategy should use the value of the current bar.

Screenshots

Execution log:

Environment:

• OS: macOS
• Version: 15.5 (24F74)
• Python version: 3.13
• How you ran the script: cli pyne run

Additional context

version:

name = "pynesys-pynecore"
version = "6.3.1"

[wallneradam]

Thank you for the report! I've investigated this and it's not a bug - it's the correct Pine
Script behavior.

What's happening

When you call strategy.entry() at bar 3, the order is created but fills on the next bar (bar
4) using bar 4's prices. This matches TradingView exactly.

Why the output looks confusing

The execution order at each bar is:

1. Process pending orders (fills orders from previous bar)
2. Run user script (may create new orders for next bar)

So your debug output actually shows:
bar_index= 3 open= 1.0762 # User script at bar 3 (creates order)
pynecore/lib/strategy/init.py:534 # START of bar 4: processes bar 3's order
price= 1.07712 h= 1.0768 l= 1.077 # Using bar 4's values - CORRECT!
bar_index= 4 open= 1.07712 # User script at bar 4

The strategy print happens at the beginning of bar 4 before your script runs, which is why it
appears "between" bars. The order correctly fills at bar 4's open price (1.07712).

This is standard Pine Script behavior - orders always execute on the bar after they're
created.

---

I'm converted this to a discussion because this is actually correct behavior that can be
confusing for many users.

[takumi-miyajima]

Thank you for your reply!

First of all, I apologize for taking up your time.
The current behavior is perfectly correct.
The flow of making a trading decision on the current bar and entering with the values of the next bar is also natural.