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Hi all,
Is there a way to cancel all limit orders or do we have to keep track of all limit orders placed and loop through them all and cancel them? (Assuming they're not fulfilled)
Or does self.Liquidate function do that already? Basically I'm trying to set profit taking limit orders througout a period of time but if it never reaches that goal, I will liquidate them all.
Any advice?
Thanks,
Marc
Upvote
Hi Pcnpj,
self.Liquidate(symbol) will cancel all open limit orders for that symbol. You can also precisely control what types of orders you want cancel using the SecurityTransactionManager object,
which is defined as Transactions in QCAlgorithm.
You can retrieve all open Orders using self.Transactions.GetOpenOrders() and
then using self.Transactions.CancelOrder(OrderId), you can cancel all open Limit orders.
openOrders = self.Transactions.GetOpenOrders()
openLimitOrders = [order for order in openOrders if order.Type == OrderType.Limit]
if len(openLimitOrders)> 0:
for x in openLimitOrders:
self.Transactions.CancelOrder(x.Id)
Best
Rahul
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