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Hello Everyone.
I'm trying to make a simple Framework to work smoothly on CFDs, but I get this error: "The OandaBrokerageModel does not support MarketOnOpen order type". This pops up with most of the CFDs, but not for those with UTC TImezone and Berlin TImezone.
Is there a clean way to tell the Framework to send orders only during the trading hours?
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Shile Wen
Hi Alessio,
By using the object passed in through the algorithm parameter, we can check whether the market for a certain security (through our Symbol objects) is open or not, by using algorithm.IsMarketOpen(symbol) before emitting insights on line 82. Please see the attached backtest for reference.
Best,
Shile Wen
Alessio Magri
Thank You Shile for the Insight! It was really usefull. Instead of using that object inside the alpha model, i actually put it inside the execution model and it works like a charm!
Alessio Magri
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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