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.
Thanks
