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Help: How to stop trading 30 mins before Market closes?

I want to liquidate all existing positions intraday and then stop trading 30 mins before the market closes. What would be the best way to do it? 

I have

self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.BeforeMarketClose("SPY", 2), self.Liquidate)

for liquidation 2 minutes before market closes, but it doesn't stop it from entering orders.

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Hey Oscar,

If we're placing trades in OnData, an easy way to time restrict our algorithm's trading is to use if statements to check the current algorithm time and not trade if the time is outside of our bounds.  We can set the time we should stop at by taking the current datetime, and replacing the time component to our stop time. And then we can return if the current time is greater than the stop time.

def OnData(self, data):

stop_time = self.Time.replace(hour=15, minute=29, second=0)

if self.Time > stop_time:
return

 

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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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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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