Limiting algo to one trade per day?

Hi Victoria,

1. It looks like the code should be:

           if marketorderticket.time < (self.time - datetime.timedelta(hours = 8)):
               data.entryPricesLong = None # Note 'P'
           if marketordertickershort.time < (self.time - datetime.timedelta(hours = 8)):
               data.entryPricesShort = None # Note 'P'

so you were most probably getting an AttributeError.

BUT

2. If you “Nonify” data.entryPricesLong or data.entryPricesShort, your comparisons:

if price >= data.entryPricesLong:
...
if price <= data.entryPricesShort:
...

will then throw None type errors because you cannot compare to None.

SO

The best way is to add two boolean flags in your SymbolData class to determine if it is time to trade or not (one for Long, one for Short). And then you manage their state in the code. They start being True. And then you can do something like this:

           if price >= data.entryPricesLong and data.longTrade: # Assuming you named the flag "longTrade" in SymbolData
               marketorderticket = self.SetHoldings(symbol, 0.1)
               stopmarketorderticket = self.StopMarketOrder(symbol, -1.0, price * self.stopLossPercentLong)
               limitorderticket = self.LimitOrder(symbol, -1.0, price * self.takeProfitPercentLong)
               data.longTrade = False
           if price <= data.entryPricesShort and data.shortTrade: # Assuming you named the flag "shortTrade" in SymbolData
               marketorderticketshort = self.SetHoldings(symbol, -0.1)
               stopmarketorderticketshort = self.StopMarketOrder(symbol, -1.0, price * self.stopLossPercentShort)
               limitorderticketshort =self.LimitOrder(symbol, -1.0, price * self.takeProfitPercentShort)
               data.shortTrade = False

Of course, at the end of the day, or something like that, you then need to put the flags back to True so you can trade again. This can be done inside OnEndOfDay, for instance.

def OnEndOfDay(self, symbol):
	for data in self.symbolData.values():
		data.longTrade = data.shortTrade = True

Fred