def initialize(context): context.security = sid(10925) context.bought = False context.order_count = 0 schedule_function( limit_buy, date_rule=date_rules.every_day(), time_rule=time_rules.market_open()) def limit_buy(context,data): if context.order_count<2: if not context.bought: order(context.security,100, style=LimitOrder(0.69)) context.bought = True context.order_count +=1 print('We bought stock') if context.bought: order(context.security,-100, style=LimitOrder(.81)) context.order_count +=1 context.bought = False
The algo is very simple it just limit buys a stock and limit sells a stock. There can only be two orders: one buy and one sell. The problem i am having is that I need to increment the order count when the algo limit sells. However, I can't think of a way to detect this limit sell because the limit sell order is being placed everyday but I need to detect when it actually fulfills.