If I use setholdings(x, 0.2) where it allocates 20% of my account to a given equity and place subsequent limit orders and stop market orders with the helpers, they take an int value for number of shares, so -1 sells one share. Any advice for how to use the number of shares purchased with set holdings as the value of SM/LO?
Victoria Butler
Edit: I found a solution using -self.Portfolio[symbol].Quantity
Alexandre Catarino
Hi Victoria Butler ,
If you want to place the three orders in sequence. I would recommend using:
because -self.Portfolio[symbol].Quantity is right after the SetHoldings order is filled which is an asynchronous operation in live mode, so we can have:
This will work well in backtesting mode since the orders are filled synchronously and market orders (created by SetHoldings) are filled immediately.
Best regards,
Alex
Victoria Butler
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