QUANTCONNECT COMMUNITY

No Results

Join Our Discord Channel

Join QuantConnect's Discord server for real-time support, where a vibrant community of traders and developers awaits to help you with any of your QuantConnect needs.

pending review This research is under review. To publish this research attract three community upvotes.

Draft Discussions

Bookmarked Discussions

Share New Research

Start New Discussion Sign up

SEARCH DISCUSSIONS

TOP 5 Research PUblications

About Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.

competition rules

See the competition code of conduct and rules for participation in prizes.

Read Rules

previous competitions

Browse strategies and organization entries from previous quarter's competitions.

STRATEGY

284,000 Quants.

Become a Quant

VOTE FOR UPCOMING FEATURES

Share your input and vote on our future direction.

LEAN Roadmap

Create an account on QuantConnect for the latest delivered to your inbox.

Best way to liquidate on the last day of the backtest

Hi,

Is it a good idea or generally a good practice to liquidate all positions on the last day of the backtest?

What's the best way of doing that? Calling Liquidate(null, tag) in OnEndOfAlgorithm() doesn't seem to work, probably because it's too late in the pipeline.

Cheers!

Update Backtest

person upvoted this people upvoted this

BeachFront

| |

Accepted Answer

Update Backtest

Notebook

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Varad Kabade

31.1k ,

Hi BeachFront,
To Liquidate on the last day, we recommend using the following Scheduled Event:

self.Schedule.On(self.DateRules.On(self.EndDate.year, self.EndDate.month, self.EndDate.day),  
                         self.TimeRules.At(0, 0),  
                         self.SpecificTime)

Refer to the attached backtest for reference
Best,
Varad Kabade

Varad Kabade

31.1k ,

Hi BeachFront,
To Liquidate on the last day, we recommend using the following Scheduled Event:

self.Schedule.On(self.DateRules.On(self.EndDate.year, self.EndDate.month, self.EndDate.day),  
                         self.TimeRules.At(0, 0),  
                         self.SpecificTime)

Refer to the attached backtest for reference
Best,
Varad Kabade

BeachFront

1.2k ,

Thanks Varard!

Will EndDate be automatically adjusted to fall on a trading day if that's not the case (e.g. weekend or closed markets) or is this the raw date as set by SetEndDate() and our responsability to be sure it is a valid trading day?

Cheers!

BeachFront

1.2k ,

P.S.: sorry I misspelled your name.

Varad Kabade

31.1k ,

Hi BeachFront,

P.S.: sorry I misspelled your name.-
It's fine 😊

The EndDate is the date set by us using the SetEndDate() method. Also, the EndDate does not get adjusted to a trading day.
Best,
Varad Kabade

BeachFront INVESTOR

Update Backtest

Notebook

person upvoted this people upvoted this

To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!

Organization

Organization Website

Update Competition

Team

Clone Strategy

Copy this strategy code to your QuantConnect account and deploy it live with your brokerage.

Clone

Previous Ranking

Browse strategies and organization entries from previous quarter's competitions.

Author:

Platform

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

TOP 5 Research PUblications

About Quant League

competition rules

previous competitions

284,000 Quants.

VOTE FOR UPCOMING FEATURES

Best way to liquidate on the last day of the backtest

Organization

Team

Clone Strategy

Previous Ranking

IN THIS RESEARCH

PARTICIPANTS

Discussion Awards

Actions

Join QuantConnect for Free

Platform

SIGN IN

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

TOP 5 Research PUblications

About Quant League

competition rules

previous competitions

284,000 Quants.

VOTE FOR UPCOMING FEATURES

Best way to liquidate on the last day of the backtest

Organization

Team

Clone Strategy

Previous Ranking

IN THIS RESEARCH

PARTICIPANTS

Discussion Awards

SHARE RESEARCH

SHARE DISCUSSION

SHARE ARTICLE

SHARE

Actions

Join QuantConnect for Free