Hi, Quants !
I tried to list all of the open order from live (demo) OANDA account for checking that there is no any order around this (current price) to open new order. But, self.Transactions.GetOpenOrders() always return [] (Empty List). Also, OrdersCount didn't count the order that opened before running an algorithm.
Any idea to deal with it?
Thankyou
Jing Wu
self.Transactions.GetOpenOrders() fetches all open orders (LimitOrder /StopMarketOrder/StopLimitOrder) in the algorithm.
If the order has been filled, self.Transactions.GetOpenOrders() returns empty list. Please see the attached algorithm. In paper live trading, the algorithm does not remember open orders from previous live deployment but in real live trading with the Oanda brokerage, self.Transactions.GetOpenOrders() does recognize the open orders in the previous live deployments.
If it only happens in your Oanda live algorithm but works fine in the backtest, could you please send the support ticket via the support tab along with your live algorithm?
Tempurak
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!