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i am implementing a martingale strategy. in which i open multiple limit orders and after one order reaches to a specfic profit i want to closs all the remaining limit orders and the open order can any one help me please
self.oList.insert(positioninList,["SELL",limitOrderTicket,openprice/limitprice,tp target])
if(len(self.oList)>0):
for x in range(len(self.oList)):
if(x[0]=="BUY"):
if(x[1].OrderStatus==OrderStatus.Filled) and data[self.syl].Price>=self.olist[3]:
self.Transactions.CancelOpenOrders(self.syl)
self.Liquidate(self.syl)
self.oList=[]
if(x[0]=="SELL"):
if(x[1].OrderStatus==OrderStatus.Filled) and data[self.syl].Price<=self.olist[3]:
self.Transactions.CancelOpenOrders(self.syl)
self.Liquidate(self.syl)
self.oList=[]
Muhammad Farooq Hassan
sorry for the syntex mistake
for x in range(len(self.oList)): if(self.oList[x][0]=="BUY"): if(self.oList[x][1].OrderStatus==OrderStatus.Filled) and data[self.syl].Price>=self.oList[x][2]: self.Transactions.CancelOpenOrders(self.syl) self.Liquidate(self.syl) self.extrades=0 if(self.oList[x][0]=="SELL"): if(self.oList[x][1].OrderStatus==OrderStatus.Filled) and data[self.syl].Price<=self.oList[x][3]: self.Transactions.CancelOpenOrders(self.syl) self.Liquidate(self.syl) self.extrades=0Daniel Chen
Hi Muhammad,
Thank you for your question. Method self.Liquidate() will do exactly what you want. Just place it in the proper place of your algorithm, and it will liquidate all holdings and cancel all open orders. For more information, please see here and here. Hope it helps!
Muhammad Farooq Hassan
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