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The algo works fine until I set a brokerage model to Tradier, where my orders are rejected. I'm using SetHoldings([PortfolioTarget(…)]) to determine positions.
Regular market orders work fine, and I'm OK just submitting a GTC market order instead of a Market on Open, but I would rather not completely re-do al the portfolio balancing logic if I don't have to. Is there a way to have the orders generated by SetHoldings or PortfolioTarget be GTC Market orders instead of Market on Open?
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Varad Kabade
Hi Matthew Koski,
The Tradier brokerage does not support MarketOnOpen orders. The above strategy seems to have a daily resolution, so all orders are converted to MarketOnOpen orders to resolve the issue; please use a higher resolution (minute, hour) or select an alternate brokerage. Refer to the following link for the list of supported brokerage.
Best,
Varad Kabade
Joshua Woelfel
Is there really no other solution here? Changing brokerages or resolution isn't really an option.
Matthew Koski
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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