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Hi, I've attached a backtest which firstly gives me a type error with price if I don't assign a period to insights for some reason (I'd like not to use a period but I have so I can show the second issue) and then gives me a object reference not set to an instance of an object error when I try to emit flat insights to close positions...
Thanks
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Shile Wen
Hi Tristan,
The error is because in the case when the spread is not greater than the upper threshold and not lower than the lower threshold, no insights are returned. Thus, we need a final else clause to catch this case and to return the flat insights. I've shown this in the attached backtest.
Best,
Shile Wen
Tristan Farran
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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