Im trying to teach myself programming through this site and its been very slow going. It would be great if I had something small to mess around with the variables while I'm learning to build something more complex . Could anyone help me out with some code for this?
1. When a price increase or decrease of X % occurs at the end of a trading day, trigger a buy or short on open of next day (bonus if I could look at buying at the very end of the same day)
2. Sell stock at end of following trading day
Nicholas Stein
public override void OnEndOfDay() { //Log the end of day prices: Plot("Trade Plot", "Price", lastPrice); }
In there you can check the x% and then place an MarketOnOpen. The platform also converts a Market order placed during hours when the market is closed to a MarketOnOpen order when the algorithm is live. I am not sure how to do that. I wanted to reset a couple of indicators during the last bar of the day, which is at 4:00PM or 16:00, so in my OnData event handler, I wrote:if (time.Hour == 16) { trend.Reset(); trendHistory.Reset(); barcount = 0; Plot("Strategy Equity", "Portfolio", Portfolio.TotalPortfolioValue); }
Or you can simply write when you want it to happen. Here is my code to liquidate at 10 min before the end of day. Since it is in the OnData event, it will happen 10 times before 4:00 to make sure I am liquidated.public bool SellOutEndOfDay(string symbol, int quantity) { if (shouldSellOutAtEod) { if (this.Time.Hour == 15 && this.Time.Minute > 49 || this.Time.Hour == 16) { if (Portfolio[symbol].IsLong) { Sell(symbol, Portfolio[symbol].AbsoluteQuantity); } if (Portfolio[symbol].IsShort) { Buy(symbol, Portfolio[symbol].AbsoluteQuantity); } // do some other cute stuff like Tickets[symbol].Add(MarketOnOpenOrder(symbol, quantity, "Open next day")); return false; } } return true; }
See QCAlgorithm.Tradeing.CS for the implementation of MarketOnOrderOpen.David Hughes
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