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Replicating live trading by closing all open orders at EOD?

Hi, I would imagine I could put some simple code at the end of my algo that would close all my open orders each day in order that I can replicate live trading. Logic would be something as simple as

If TIME = 3:59pm
Stop running code
Close all open orders

Can someone help me with the syntax here?

Thanks!

3 responses

Hi Luke,

Take a look at schedule_function(), get_open_orders(), and cancel_order(), these should help!

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FYI. The backtester has been updated to automatically close all open orders at the end of day. Now there's no need to add code to make this happen. See https://www.quantopian.com/help#ide-ordering