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An Order is created by calling Strategy.buy() or Strategy.sell(). Pending orders are accessible via Strategy.orders. When an order is executed (filled), it produces a Trade. 
from backtesting import Strategy

class MyStrategy(Strategy):
    def next(self):
        order = self.buy(size=10, sl=95.0, tp=115.0)
All placed orders are Good ‘Til Canceled — they remain pending until filled or explicitly canceled.

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Properties

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size
float
required
Order size in units. Negative values indicate a short order.
  • A value between 0 and 1 (exclusive) is treated as a fraction of current available liquidity (cash plus Position.pl minus used margin).
  • A value greater than or equal to 1 is an absolute number of units.
order = self.buy(size=0.5)   # 50% of available equity
order = self.buy(size=100)   # 100 units
print(order.size)            # e.g. 0.5 or 100
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limit
float | None
Limit price for limit orders. When set, the order fills only if the market reaches this price. None for market orders, which fill at the next available price.
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stop
float | None
Stop price for stop-limit or stop-market orders. None if no stop was set, or if the stop price has already been triggered (in which case the order becomes a market or limit order).
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sl
float | None
Stop-loss price declared at order creation. If set, a contingent stop-market order is automatically placed on the resulting Trade once this order fills.See also Trade.sl for modifying stop-loss on an active trade.
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tp
float | None
Take-profit price declared at order creation. If set, a contingent limit order is automatically placed on the resulting Trade once this order fills.See also Trade.tp for modifying take-profit on an active trade.
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tag
any
Arbitrary value attached to the order for tracking purposes. The tag is inherited by the Trade that results from this order.
self.buy(tag='breakout')
# later, in closed_trades:
for trade in self.closed_trades:
    if trade.tag == 'breakout':
        ...
See also Trade.tag.
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is_long
bool
True if the order is long (i.e. size > 0).
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is_short
bool
True if the order is short (i.e. size < 0).
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is_contingent
bool
True for contingent orders — the OCO stop-loss and take-profit bracket orders that are automatically attached to an active trade.Contingent orders are canceled automatically when their parent trade closes. You can modify them via Trade.sl and Trade.tp.

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Methods

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Order.cancel()

def cancel() -> None
Remove this order from the pending queue. The order will not be filled. If this order is a contingent SL or TP bracket order attached to a parent trade, calling cancel() also removes that contingent order from the trade (setting trade.sl or trade.tp to None). 
def next(self):
    # Cancel all non-contingent pending long orders
    for order in self.orders:
        if order.is_long and not order.is_contingent:
            order.cancel()

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Example

The following example places a buy order with bracket SL/TP, then demonstrates how to inspect and cancel pending orders: 
from backtesting import Backtest, Strategy
from backtesting.test import GOOG

class OrderManagement(Strategy):
    def init(self):
        pass

    def next(self):
        price = self.data.Close[-1]

        # Place a long order with stop-loss and take-profit
        if not self.position and not self.orders:
            self.buy(
                size=10,
                sl=price * 0.97,   # 3% below entry
                tp=price * 1.06,   # 6% above entry
                tag='entry-signal',
            )

        # Inspect pending orders
        for order in self.orders:
            print(
                f"Order: size={order.size}, "
                f"limit={order.limit}, "
                f"stop={order.stop}, "
                f"sl={order.sl}, "
                f"tp={order.tp}, "
                f"contingent={order.is_contingent}, "
                f"tag={order.tag}"
            )

            # Cancel non-contingent orders if some condition is met
            if not order.is_contingent and some_exit_condition:
                order.cancel()

bt = Backtest(GOOG, OrderManagement, cash=10_000, commission=0.002)
stats = bt.run()

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