I am porting code from quantopian to quantconnect. In quantopian, we can avoid negative holdings by using set_long_only(). I was wondering if there is any equivalence in quantconnect fo this?
QUANTCONNECT COMMUNITY
I am porting code from quantopian to quantconnect. In quantopian, we can avoid negative holdings by using set_long_only(). I was wondering if there is any equivalence in quantconnect fo this?
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Alexandre Catarino
In Lean/QuantConnect API there is no equivalent for set_long_only().
I got this from Quantopian: "Robinhood only allows long. Orders that attempt to enter into a short position will be rejected by Robinhood. We strongly suggest you run your algorithms with the set_long_only trading guard to prevent you from accidentally running a strategy that depends on short positions."
When there is a brokerage restriction, we put it in the BrokerageModel for reality modelling in backtesting mode.
Sourabh Jain
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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