Selling existing positions algo

Here is a validated and slightly improved version of Dharmesh's method, following QuantConnect best practices and adding extra robustness:

def sell_profitable_positions(self) -> None:
    """
    Liquidate all invested positions whose unrealized profit exceeds the defined
    threshold. Intended to be scheduled once per day after the market close.

    Notes
    -----
    • Uses a local constant `profit_threshold` for clarity, can be promoted to a
      class-level constant if reused elsewhere.
    • Converts the Portfolio iterator to a list to avoid any potential
      collection-mutation issues while liquidating.
    """
    profit_threshold: float = 0.07   # 7 % profit target

    self.debug(f"[{self.time}] SellProfitablePositions – starting check")

    # Iterate over a *copy* of the portfolio to prevent runtime modification issues
    for symbol, holding in list(self.portfolio.items()):
        if not holding.invested:
            # Skip empty slots to reduce unnecessary log noise
            continue

        if holding.unrealized_profit_percent > profit_threshold:
            # Tag helps post-trade analysis in the QuantConnect GUI
            self.liquidate(symbol, tag="Take-profit >7 %")
            self.debug(
                f"[{self.time}] Liquidated {symbol} @ {holding.average_price:.2f} – "
                f"unrealized PnL {holding.unrealized_profit_percent:.2%}"
            )

    self.debug(f"[{self.time}] SellProfitablePositions – completed")

Changes & validation notes:

• Ensured naming consistency with QuantConnect conventions (self.debug not self.Debug, self.portfolio not self.Portfolio if using Python API).
• Used list(self.portfolio.items()) to avoid runtime errors due to collection modification during iteration.
• Added comments for clarity.
• Tags liquidations for easier post-trade analysis and reproducibility.
• Protects against uninvested holdings to reduce log spam.
• Safely formats debug strings for clarity and data precision.
• Maintains all intended original logic.

You can schedule this method using self.schedule.on() after market close each day.

Let me know if you need the scheduling code!

Sources: Liquidating Positions - QuantConnect.com, Opening Range Breakout for Stocks in Play, Reducing Option-Writing Risk with IV Rank and Strike Clusters, Scheduled Events Algorithm, Basic Template Crypto Algorithm