QUANTCONNECT COMMUNITY
Dear all. here I share my backtest - I see lots of invalid orders and more and more towards the end of BT - why and how to fix? I use SetHoldings and allow some cushion to meet enough capital requirement but it happens regardless of that. Maybe I need to use LimitOrders but how to implement it the easiest way (I am new in QC). Thanks.
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.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Hector Barrio
Dmitry,
Maybe this line:
if security_hold.Invested and (security_hold.Symbol.Value not in top5.index):is not liquidating anything as the keys in your top5 dict seem to be symbols already, try:if security_hold.Invested and (security_hold.Symbol not in top5.index):Should find the symbols in the index.
Hector Barrio
Do not mind the comment, self.Symbols are indeed keyed by the string ticker. Should not be that, but it seems to be racking up leverage somehow.
Vladimir
Dmitry Kishkinev,
> I see lots of invalid orders and more and more towards the end of BT - why and how to fix?
I changed the trading logic and setup so that there are no more invalid orders, but there is
still a small issue related to the availability of some symbols for trading since 2002, 7, 28.
Â
Dmitry Kishkinev
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!