Hello, I would like to make the algorithm eventually liquidate the trades that go through rather than hold on to them indefinately.

Would anyone know how to add to the code so that if the command to buy (if the previous price is below the lower band and the current price >= lower band) goes through, it would then liquidate if the price = middle band?

from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Indicators import * from QuantConnect.Data.Market import TradeBar class RollingWindowAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2013, 6, 1) #Set Start Date self.SetEndDate(2017, 7, 1) #Set End Date self.SetCash(10000) #Set Strategy Cash self.SetBrokerageModel(BrokerageName.FxcmBrokerage) self.AddForex("EURUSD", Resolution.Daily) self.window = RollingWindow[QuoteBar](2) # create a bollinger band self.Bolband = self.BB("EURUSD", 20, 0.75, MovingAverageType.Simple, Resolution.Daily) self.Bolband.Updated += self.BolbandUpdated self.BolbandWin = RollingWindow[IndicatorDataPoint](5) # set warmup period self.SetWarmUp(20) def BolbandUpdated(self, sender, updated): '''Adds updated values to rolling window''' self.BolbandWin.Add(updated) def OnData(self, data): self.window.Add(data["EURUSD"]) if not (self.window.IsReady and self.BolbandWin.IsReady): return holdings = self.Portfolio["EURUSD"].Quantity price = self.window[0].Close previousPrice = self.window[1].Close Buy_below_lowerband = (if previousPrice <= self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value: self.SetHoldings("EURUSD", 1.0)) if holdings <= 0: if previousPrice <= self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value: self.SetHoldings("EURUSD", 1.0) if holdings > 0: if previousPrice >= self.Bolband.UpperBand.Current.Value and price < self.Bolband.UpperBand.Current.Value: self.Liquidate() if previousPrice <= self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value: self.SetHoldings("EURUSD", 1.0) if Buy_below_lowerband = True: if price = self.Bolband.MiddleBand.Current.Value:

I made an attempt but it is wrong