Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
order_target_value question
Ian Devita
posted
API

Let's say I had 5000 shares in a low volume stock. The MA cross signaling a sell. The sell order for -10,000 shares is placed but I only manage to sell 3000 during that minute. During the next minute would order_target_value place another sell order for -7000 this time? Or does it take into consideration orders placed but not yet filled?

If it doesn't take non filled orders into consideration how would I go about skipping the order? Get_open_order seems like the obvious criteria, but I am not sure how to utilize it here. 

    if mAvg1 > mAvg2 and current_positions <= 0 and exchange_time.hour > 9  
        order_target_value(context.my_stock, 5000)  
        log.info('Buy')  
    elif mAvg1 < mAvg2 and current_positions >= 0 and exchange_time.hour > 9  
        order_target_value(context.my_stock, -5000)  
        log.info('Sell')
1 response
André Pajak

Do something like

    if not get_open_orders(context.my_stock):  
        if mAvg1 > mAvg2 and current_positions <= 0 and exchange_time.hour > 9  
            order_target_value(context.my_stock, 5000)  
            log.info('Buy')  
        elif mAvg1 < mAvg2 and current_positions >= 0 and exchange_time.hour > 9  
            order_target_value(context.my_stock, -5000)  
            log.info('Sell')
About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.