How does portfolio object work?

From the provided code, it seems like there might be a logical error in the conditions for placing orders.

In the OnData method, the first condition checks if the open price is less than the 200-day SMA and the close price is greater than the 5-day SMA. If this condition is true, the function returns immediately, which means no orders are placed.

if data[self.spy].Open < self.sma_200.Current.Value and data[self.spy].Close > self.sma_5.Current.Value:
    return

However, based on the rules you provided, it seems like you would want to place an order when this condition is true, not return.

Also, in the condition for placing a MarketOnCloseOrder, you are checking if the close price is greater than the 5-day SMA. But according to the rules, you should sell if the close price is less than the 5-day SMA.

if self.Portfolio[self.spy].Invested:
    if data[self.spy].Close > self.sma_5.Current.Value:
        self.MarketOnCloseOrder(self.spy, 100)

Please revise these conditions according to your strategy rules. If you still encounter issues, please provide more details about the expected vs. actual behavior.