Needs some help with this kind of cording.
This is what I want to do.
- Buy 1000 AAPL at market price.
- Sell 1000 AAPL at market price + .25
I should not buy another 1000 AAPL unless I sell the existing 1000.
Currently the software keeps buying 1000 APPL without checking if there is any sell order or not.
Thank you for your help
# Put any initialization logic here. The context object will be passed to # the other methods in your algorithm. def initialize(context): pass # Will be called on every trade event for the securities you specify. def handle_data(context, data): # Implement your algorithm logic here. # data[sid(X)] holds the trade event data for that security. # context.portfolio holds the current portfolio state. # Place orders with the order(SID, amount) method. # TODO: implement your own logic here. order(sid(24), 1000) filled_price = context.portfolio.positions[sid(24)].cost_basis log.info(str(filled_price)) order(sid(24), -1000, style=LimitOrder(filled_price+ .25))