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Lets say you had the example code below, one function responsible for a buy condition and one for a sell condition that were each ran at the scheduler at a timed cadence. Well lets say the Buy signal triggered, followed by the sell signal. Before allowing the Buy Signal to fire again, I want a 7 day pause. How would one best go about this?
from AlgorithmImports import *
from QuantConnect.Data.Market import TradeBar
class RollingWindowAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022,1,1) #Set Start Date
#self.SetEndDate(2021,10,1)
self.Tickers = ('SPY','QQQ')
self.SetCash(100000)
for symbol in self.tickers:
self.AddEquity(symbol, Resolution.Hour).Symbol
sma20 = self.SMA(symbol, 20, Resolution.Daily, Field.Close)
sma50 = self.SMA(symbol, 50, Resolution.Daily, Field.Close)
symbolData = SymbolData(symbol, sma20, sma50)
self.symbolDataBySymbol[symbol] = symbolData
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 10), self.BuySignal)
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.AfterMarketOpen("SPY", 10), self.SellSignal)
def OnData(self, data):
pass
def BuySignal(self):
if self.trade == False:
return
for symbol, symbolData in self.symbolDataBySymbol.items():
if not self.Portfolio[symbol].Invested and (self.Securities[symbol].Close > symbolData.sma20.Current.Value):
self.SetHoldings(symbol, .1, False, "Buy Signal")
def SellSignal(self):
if self.trade == False:
return
for symbol, symbolData in self.symbolDataBySymbol.items():
if self.Portfolio[symbol].Invested and (symbolData.sma20.Current.Value < symbolData.sma50.Current.Value):
self.Liquidate()
#SOME FORM OF LOGIC THAT DELAYS self.BuySignal from firing for 7 days, regardless of the Scheduler
class SymbolData:
def __init__(self, symbol, sma20,sma50):
self.Symbol = symbol
self.sma20 = sma20
self.sma50 = sma50
Is there a way to count x amount of days before allowing the BuySignal function to be run again?
Nico Xenox
Hey Axist,
you can check if the current date is bigger than the date you bought + x amount of days.
This will not enter the buy order block if the current time is not bigger than 7 days
Hope it helps ;)
Axist
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