code: def next(self):
      for i, d in enumerate(self.datas):
          dt, dn = self.datetime.date(), d._name
          pos = self.getposition(d).size
          print("{} {} Position {}".format(dt, dn, pos))
  
          if not pos and not self.o.get(
              d, None
          ):  # no market / no orders
              if dt.weekday() == self.p.enter[i]:
                  if not self.p.usebracket:
                      self.o[d] = [self.buy(data=d)]
                      print(
                          "{} {} Buy {}".format(
                              dt, dn, self.o[d][0].ref
                          )
                      )
  
                  else:
                      p = d.close[0] * (1.0 - self.p.pentry)
                      pstp = p * (1.0 - self.p.plimits)
                      plmt = p * (1.0 + self.p.plimits)
                      valid = datetime.timedelta(self.p.valid)
  
                      if self.p.rawbracket:
                          o1 = self.buy(
                              data=d,
                              exectype=bt.Order.Limit,
                              price=p,
                              valid=valid,
                              transmit=False,
                          )
  
                          o2 = self.sell(
                              data=d,
                              exectype=bt.Order.Stop,
                              price=pstp,
                              size=o1.size,
                              transmit=False,
                              parent=o1,
                          )
  
                          o3 = self.sell(
                              data=d,
                              exectype=bt.Order.Limit,
                              price=plmt,
                              size=o1.size,
                              transmit=True,
                              parent=o1,
                          )
  
                          self.o[d] = [o1, o2, o3]
  
                      else:
                          self.o[d] = self.buy_bracket(
                              data=d,
                              price=p,
                              stopprice=pstp,
                              limitprice=plmt,
                              oargs=dict(valid=valid),
                          )
  
                      print(
                          "{} {} Main {} Stp {} Lmt {}".format(
                              dt, dn, *(x.ref for x in self.o[d])
                          )
                      )
  
                  self.holding[d] = 0
  
          elif pos:  # exiting can also happen after a number of days
              self.holding[d] += 1
              if self.holding[d] >= self.p.hold[i]:
                  o = self.close(data=d)
                  self.o[d].append(o)  # manual order to list of orders
                  print("{} {} Manual Close {}".format(dt, dn, o.ref))
                  if self.p.usebracket:
                      self.cancel(self.o[d][1])  # cancel stop side
                      print(
                          "{} {} Cancel {}".format(dt, dn, self.o[d][1])
                      )
  
file_path: backtrader/samples/multi-example/mult-values.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import argparse
  import datetime
  import backtrader
label_desc: Use image node_id 3 for calling the St obj's underlying member method code with example usage: obj.next() without return types