James,

This is a little help so you cant start with:-

• below is the closing of any opening orders at 3:45pm:

 schedule_function(  
        func=close_orders,  
        date_rule=date_rules.every_day(),  
        time_rule=time_rules.market_close(minutes=15),  
        half_days=True  
    )



def close_orders(context,data):  
    """  
    loop through the whole universe and close any open positions  
    """  
    for stock in data:  
        order_share = context.portfolio.positions[stock].amount  

        if order_share > 0:  
            order_target(stock, 0)  
            print ('exited long',stock.symbol)

        elif order_share < 0:  
            order_target(stock,0)  
            print ('exited short', stock.symbol)

• Below is the gap calculation code:-

 price_history = history(3,'1d','price')[context.stock]  
    # to compute the difference  
    gap = price_history.iloc[[-2, -1]].diff()  
    print(gap[-1])

    # to compute the percent change  
    gap = price_history.iloc[[-2,-1]].pct_change()  
    print (gap[-1])  

Thanks Adham- this is why I enjoy the site. I appreciate your help, and your code looks cleaner than mine.

The parts I'm having the most issue with is the order that gets placed at min 6- and a stop loss is set at the same time. I've dug around to see if anybody else has something I can cut up- but no luck yet. But again, I do appreciate this help, and will play with it.

Why not define a function for placing orders, and schedule it to minute 6, same logic for the closing orders function at 3:45? if condition is not met then

return

Hey Adham- that is a great idea. The only thing that was holding me back was the S/L order being placed at the same moment- or very shortly after. And finding a way to set the S/L based on the high of the first 5 mins. I tried making a separate variable to hold the logs, and trying to pull that reference up with the S/L- but I believe this is where the program finds errors..

high and low of the last 5 minutes from open can be achieved as follows:-

# this function should be scheduled at 5 minutes from open  
schedule_function(  
        func=get_high_low,  
        date_rule=date_rules.every_day(),  
        time_rule=time_rules.market_open(minutes=5),  
        half_days=True  
    )


def get_high_low(context,data):

    high_history = history(5,'1m','high')[context.stock]  
    low_history = history(5,'1m','low')[context.stock]

    context.high5minutes = high_history.max()  
    context.low5minutes = low_history.min()  

context variable should of course be initialized first in the initialize function.

for placing stop loss you can write it right after your market order, (I have not tried this before as I usually check for exit conditions manually), but it should be like this:

order_target(context.stock,100)
order_target(context.stock,-100,style=StopOrder(yourStopPrice))