Hello Community,

I'm new to QuantConnect and still figuring out the Doc etc.

I hope someone can help me with this:
There should be a Market Order and simultaniously a Take Profit 40 pips above and a Stop Loss 100 pips below. It seems to work, but the orders never get filled. I do not see any profitable trades in the backtest pane and the log of the Filled and Canceled order is also never triggered. 

# Trade execution
if (momentum >= 1.5) and (closePct >= 0.9):

marketOrder = self.MarketOrder(self.forex.Symbol, 1000)
self.Log('Market Order filled at: {}, Momentum: {}, ClosePct:, {}'.format(marketOrder.AverageFillPrice, momentum, closePct))

self.LimitOrder(self.forex.Symbol, -1000, t0bidClose+0.004)
self.StopMarketOrder(self.forex.Symbol, -1000, t0bidClose-0.01)
self.Log('TP: {}, SL: {}'.format((t0bidClose+0.004), (t0bidClose-0.01)))

def OnOrderEvent(self, orderEvent):
order = self.Transactions.GetOrderById(orderEvent.OrderId)

if order.Status == OrderStatus.Filled:
self.Log(str(orderEvent))

if order.Type == OrderType.Limit or order.Type == OrderTpye.StopMarket:
self.Transactions.CancelOpenOrders(order.Symbol)

if order.Status == OrderStatus.Canceled:
self.Log(str(orderEvent))

Thank you and I'm happy for any help.

Author

Vincent ole

May 2019