Update OrderTicketDemoAlgorithm.py

StopLimitOrders seems to be coded improperly. The buy order had the limit price below the stop price, and the sell order had the limit prive above the stop price. By reversing the two, we can guarantee a sell limit at 0.25% below the close price and a buy limit at 0.25% above the close price, with a stop price at -0.1% and 0.1% respectively.

Algorithm.Python/OrderTicketDemoAlgorithm.py

@@ -221,10 +221,10 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
             # value so we'll set a long stop .25% above the current bar's
             # close now we'll also be setting a limit, this means we are
             # gauranteed to get at least the limit price for our fills,
-            # so make the limit price a little softer than the stop price
+            # so make the limit price a little higher than the stop price
 
             close = self.Securities[self.spy.Value].Close
-            newTicket = self.StopLimitOrder(self.spy, 10, close * d.Decimal(1.001), close - d.Decimal(0.03))
+            newTicket = self.StopLimitOrder(self.spy, 10, close * d.Decimal(1.001), close * d.Decimal(1.0025))
             self.__openStopLimitOrders.append(newTicket)
 
             # a short stop is triggered when the price falls below the
@@ -233,7 +233,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
             # gauranteed to get at least the limit price for our fills,
             # so make the limit price a little softer than the stop price
 
-            newTicket = self.StopLimitOrder(self.spy, -10, close * d.Decimal(.999), close + d.Decimal(0.03))
+            newTicket = self.StopLimitOrder(self.spy, -10, close * d.Decimal(.999), close * d.Decimal(0.9975))
             self.__openStopLimitOrders.append(newTicket)
 
         # when we submitted new stop limit orders we placed them into this list,