How to Short a Stock?

In the order set quantity to a negative value (e.g., self.MarketOrder("SPY",-1))

HI Aaron , but how does it work in case say I have set cash to 10,000 and now I have to divide that capital between say 10 instruments , with half of them short and others long , while keeping a buffer of 0.05 percent of the capital invested ?

your input is highly appreciated 

Ilja Afonin,

-→I have set cash to 10,000 and now I have to divide that capital between say 10 instruments , with half of them short and others long , while keeping a buffer of 0.05 percent of the capital invested?

"Long-Short static sample portfolio" does exactly what you're looking for.

If you are satisfied with my answer, please accept it and don't forget to like it.

Here is the code snippet from the backtest attached above

# Long-Short static sample portfolio

from AlgorithmImports import *

# -------------------------------------------------------------------------------------------------------
LONGS = ['XLK', 'XLY', 'XLB', 'XLI', 'AAPL']; SHORTS = ['XLP', 'XLF', 'XLU', 'XLV', 'AMZN']; LEV = 0.995; 
# -------------------------------------------------------------------------------------------------------

class PositiveMarSectorETF(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 6, 3)
        self.SetCash(10000) 
        res = Resolution.Minute
        self.Longs = [self.AddEquity(ticker, res).Symbol for ticker in LONGS]
        self.Shorts = [self.AddEquity(ticker, res).Symbol for ticker in SHORTS]
        self.Schedule.On(self.DateRules.MonthStart(self.Longs[0]), self.TimeRules.AfterMarketOpen(self.Longs[0], 30), 
            self.rebalance)
    
    def rebalance(self):
        for sec in self.Longs:
            self.SetHoldings(sec, 0.5*LEV/len(self.Longs))                    
        for sec in self.Shorts:
            self.SetHoldings(sec, -0.5*LEV/len(self.Longs)) 

thanks Vladimir for the response , however , what shall be changed if I wanted to buy few cents above the current price of these longs and sell few cents below the current price for the shorts, let say 5 cents in each case , of course all of them on 15 minutes before the close on the start of the month as you have indicated and one more technical point , can I use the following syntax(in python) I noticed it threw in an error and as a result the backrest did not show up , basically i wanna choose specific days in a month using numbered day property ?!

BY the way , I have noticed that you did not include within “Self.Schedule.On” date and time rules for the short positions , why is that ?

    self.Schedule.On(self.DateRules.day==1,self.DateRules.day==2,self.DateRules.day==3,
                 self.TimeRules.BeforeMarketClose(self.Longs[0], 30)), 
                 self.rebalance)
                 
          # instead of the below line which is I find it not really in its right place !
          
def OnData(self, data: Slice):
    if not self.Portfolio.Invested and self.Time.day==1 and self.Time.day==2 and self.Time.day==3:

    
    
               

and is “rebalance ” method you showed above as a key argument means that the proceeds out of each trade will be reinvested in total or not in to the next trade ?

lastly , is there any tool within the platform to allow me to filter those stocks which shared by many underlying tradable ETFs and are optionable at the same time ? for example I would like to know in how many ETFs HSBC stock feature as a constituent within the corresponding ETFs and whether it is optionable or not ?

your input is highly appreciated 

Ashraf Said,
I have created the an algorithm exactly per your requirement
→I have set cash to 10,000 and now I have to divide that capital between say 
10 instruments , with half of them short and others long , while keeping 
a buffer of 0.05 percent of the capital invested?
You can add anything you want to improve it.

No worries I will pose these additional questions on the forum