def on_trading_iteration =================================== This lifecycle method contains the main trading logic. When the market opens, it will be executed in a loop. After each iteration, the strategy will sleep for self.sleeptime minutes. If no crash or interuption, the loop will be stopped self.minutes_before_closing minutes before market closes and will restart on the next day when market opens again. .. code-block:: python class MyStrategy(Strategy): def on_trading_iteration(self): # pull data # check if should buy an asset based on data # if condition, buy/sell asset pass Reference ---------- .. autofunction:: strategies.strategy.Strategy.on_trading_iteration