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Best way to liquidate on the last day of the backtest

Hi,

Is it a good idea or generally a good practice to liquidate all positions on the last day of the backtest?

What's the best way of doing that? Calling Liquidate(null, tag) in OnEndOfAlgorithm() doesn't seem to work, probably because it's too late in the pipeline.

Cheers!

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BeachFront

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Varad Kabade

31.1k ,

Hi BeachFront,
To Liquidate on the last day, we recommend using the following Scheduled Event:

self.Schedule.On(self.DateRules.On(self.EndDate.year, self.EndDate.month, self.EndDate.day),  
                         self.TimeRules.At(0, 0),  
                         self.SpecificTime)

Refer to the attached backtest for reference
Best,
Varad Kabade

Varad Kabade

31.1k ,

Hi BeachFront,
To Liquidate on the last day, we recommend using the following Scheduled Event:

self.Schedule.On(self.DateRules.On(self.EndDate.year, self.EndDate.month, self.EndDate.day),  
                         self.TimeRules.At(0, 0),  
                         self.SpecificTime)

Refer to the attached backtest for reference
Best,
Varad Kabade

BeachFront

1.2k ,

Thanks Varard!

Will EndDate be automatically adjusted to fall on a trading day if that's not the case (e.g. weekend or closed markets) or is this the raw date as set by SetEndDate() and our responsability to be sure it is a valid trading day?

Cheers!

BeachFront

1.2k ,

P.S.: sorry I misspelled your name.

Varad Kabade

31.1k ,

Hi BeachFront,

P.S.: sorry I misspelled your name.-
It's fine 😊

The EndDate is the date set by us using the SetEndDate() method. Also, the EndDate does not get adjusted to a trading day.
Best,
Varad Kabade

BeachFront INVESTOR

Update Backtest

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