Easy Way to Cancel all Limit Orders

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Hi all,

Is there a way to cancel all limit orders or do we have to keep track of all limit orders placed and loop through them all and cancel them? (Assuming they're not fulfilled)

Or does self.Liquidate function do that already? Basically I'm trying to set profit taking limit orders througout a period of time but if it never reaches that goal, I will liquidate them all.

Any advice?

Thanks,
Marc

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Hi Pcnpj,

self.Liquidate(symbol) will cancel all open limit orders for that symbol. You can also precisely control what types of orders you want cancel using the SecurityTransactionManager object, 
which is defined as Transactions in QCAlgorithm.

You can retrieve all open Orders using self.Transactions.GetOpenOrders() and
then using self.Transactions.CancelOrder(OrderId), you can cancel all open Limit orders.

openOrders = self.Transactions.GetOpenOrders()
openLimitOrders = [order for order in openOrders if order.Type == OrderType.Limit]
if len(openLimitOrders)> 0:
for x in openLimitOrders:
self.Transactions.CancelOrder(x.Id)

Best
Rahul 

1

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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0

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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