Can anyone assist with explaining how to make a limit price out of a moving average?
I can't seem to be able to use
for security in context.STOCKS_TO_BUY.index
WeightOrder=float(1.00/context.MaxOrders)
CurrentPrice= float(data.current([security], 'price'))
BuyPrice=float(CurrentPrice* context.PercentOfCurrentPrice)
Quantity= int((WeightOrder*cash)/BuyPrice)
if get_open_orders(security):
continue
if data.can_trade(security):
order(security, StockShares,
style=LimitOrder(BuyPrice)
)
I can't figure out how to calculate the SMA then pass onto the limitorder(buyprice)
