I do some grid trading research and need buy and sell Quote at the same time
I found some link like
the living mode not test yet
in backtest, i create two InteractiveBrokersOrderProperties and make buy and sell mkt order, unfortunately it do not work just buy and sell use one same profile
order_prop1 = InteractiveBrokersOrderProperties()
order_prop1.FaGroup = 'fag1'
order_prop1.FaMethod = 'EqualQuantity'
order_prop1.FaProfile = "fap1"
order_prop1.Account = 'UA12'
order_prop2 = InteractiveBrokersOrderProperties()
order_prop2.FaGroup = 'fag2'
order_prop2.FaMethod = 'EqualQuantity'
order_prop2.FaProfile = 'fap2'
order_prop3.Account = 'UA11'
self.MarketOrder(symbol, 1000, orderProperties=order_prop1)
self.MarketOrder(symbol, -1000, orderProperties=order_prop2)
Cool nemo
cc @Jared Broad
Alexandre Catarino
Hi cool nemo ,
The Financial Advisor is a live trading feature that will not affect the algorithm in backtesting mode.
Let me point out that in live mode, despite the fact that the algorithm will send different orders to different groups, the algorithm only manages one Portfolio, so those orders will translate to a flat position for `symbol`.
Cool nemo
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!