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Is anybody knows how to read previous transactions from a broker to implement the "Do not buy the same stock for N days" strategy? For backtesting, I can hold all previous transactions in some variable. What about live trading? When the algorithm starts, how to wark it up with previous transactions? Thanks.
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Shile Wen
Hi Max,
If the previous trades were made through QC, users can store the trades through ObjectStore. However, if the previous trades were made manually through the brokerage, then it is not possible to get the trade information, since Lean only fetches open orders.
Best,
Shile Wen
Max Kovalev
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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