Stop loss order

from AlgorithmImports import *

class TestStopLoss(QCAlgorithm):
    def initialize(self) -> None:
        # Set start and end dates
        self.set_start_date(2013, 10, 7)
        self.set_end_date(2013, 10, 11)

        # Set strategy cash
        self.set_cash(100000)

        # Add equity asset
        self.add_equity("SPY", Resolution.MINUTE)

        # Track the entry order ticket. Initialize to None.
        self._entry_ticket: OrderTicket = None

        # Track the stop loss order ticket. Initialize to None.
        self._stop_ticket: OrderTicket = None

    def on_data(self, slice: Slice) -> None:
        # Only place a market order if not invested and haven't placed one yet.
        if self._entry_ticket is None and not self.portfolio["SPY"].invested:
            # Submit a market order for 1 share
            self._entry_ticket = self.market_order("SPY", 1)

    def on_order_event(self, order_event: OrderEvent) -> None:
        # Check if the order event corresponds to our entry ticket.
        if (self._entry_ticket is not None
            and order_event.order_id == self._entry_ticket.order_id
            and order_event.status == OrderStatus.FILLED):

            # The entry order was filled, capture the fill price.
            fill_price = order_event.fill_price
            self.debug(f"Entry order filled at {fill_price}")

            # Place a stop market order at 10% below the fill price.
            stop_price = fill_price * 0.9
            self._stop_ticket = self.stop_market_order("SPY", -1, stop_price)
            self.debug(f"Stop loss order placed at {stop_price}")

Key improvements:

• Entry and stop-loss tickets are stored as instance variables for use across methods.
• Only enters a position if not already in one and no entry ticket exists, preventing multiple market orders.
• The stop loss is only submitted when the entry order is filled, using the correct fill price and order IDs for matching.
• Each conditional ensures event logic works as expected and avoids AttributeError if tickets are not assigned.

This structure will reliably link your entry and stop-loss orders.

Sources: Order Tickets - QuantConnect.com, Stop Limit Order Regression Algorithm, Trailing Stop Orders - QuantConnect.com, Opening Range Breakout for Stocks in Play, Key Concepts - QuantConnect.com

Adding a self.ticket is not None certainly doesn't result in any error. But it never gets into this if statement. So the entry_ticket never gets matched in the on_order_event. 

It's very frustrating that even these official examples don't work out of the box.

BTW, where's the Downvote button for these AI responses?