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How do I close all positions right before the close?

Title. I'm wondering how to close out on short and long positions at a certain amount of time, right before the close.

 

Thanks

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Hey Noah,

You can use Scheduled Events to complete certain actions at a certain time. In this case, we can use a scheduled event which fires every day right before market close and liquidates our portfolio.

# In Initialize
# This defines a scheduled event which fires self.ClosePositions everyday SPY is trading 1 minute before SPY stops trading
self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 1), self.ClosePositions)

And in our method, which the scheduled event fires, we can liquidate our portfolio.

def ClosePositions(self):
if self.Portfolio.Invested:
self.Liquidate()

 

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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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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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