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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
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=[]
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.
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.
Muhammad Farooq Hassan
36
,
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=0
0
Daniel Chen
17.8k
,
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!
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.
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