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After Order is filled tyo buy i set
Trail Stop Loss and Stop Limit for profit , this works for QuantConnectBrokerage and InteractiveBrokersBrokerage but for Alpaca i get error below.
OnOrderEvent(OrderEvent orderEvent)
StopMarketOrder(orderEvent.Symbol,
-Portfolio[orderEvent.Symbol].Quantity,
higehstPrice * _stopLossPercent);
LimitOrder( orderEvent.Symbol,
-Portfolio[orderEvent.Symbol].Quantity,
orderEvent.FillPrice * _maxProfit);
Backtest Handled Error: OrderID: 3 Warning - Code: NotSupported - The AlpacaBrokerageModel does not support submitting orders which could potentially reverse the position (from long to short) [position:2388, order quantity:-2388, open sell orders quantity:-2388, available sell quantity:0].
Shile Wen
Hi SherpaTrader,
According to the list of supported orders, Bracket Orders are not supported at the moment. However, we can submit the opposite order once one side of the order is filled, which I've explained how to do in this thread.
Best,
Shile Wen
Shile Wen
Hi SherpaTrader,
Before we submit the order, we need to check that the Order Id of the OrderEvent matches the Order Id of the original order. This prevents the recursive calls to OnOrderEvent, which is the source of the error message. I've attached the backtest posted in the thread I mentioned, updated with this check.
Best,
Shile Wen
SherpaTrader
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