Automatic position closing after time T+1 ..T+...N


Hi guys.
how can I bind the order to time?
In my strategy, it’s important to hold the position. For example, I need the order to close after 3 hours. Can I do it like that?



You have the option to access the dictionary of all the orders created during the algorithm run in context.blotter.orders . You can manually calculate the estimated time in which the order was filled (please note that an order can be filled in phases) by tracking its state.



Thanks for the answer…

I created a PostgreSQL database where, at each iteration, I recorded transactions, when a signal appears and when it needs to be closed.

I did open orders through the method order(context.btc, 1) and order(context.btc, -1) for close order.
But the results from the database are completely different from the results of the strategy. (different orders)
I checked saved translations, through:
catalyst run -f -x poloniex --start 2018-8-8 --end 2018-8-20 -c usdt --capital-base 100000 -o buy_btc_simple_out.pickle
As a result, I received completely different transactions.
I’m trying to find a bug.

Could there be a bug in your implementation code?


Hi @tt095,

I am not sure I was able to understand the issue you are describing.
If you suspect things are not working as you expect, I suggest you try to create a small example and share it with us with more explanations on what seems to be problematic.