Hi guys I was trying a simple strategy for getting better at using the qc platform but just when I tried to backtest it the results are not displayed on the chart. It acts like if I didn't wrote any code, do you know why?

import numpy as np from clr import AddReference AddReference("System") AddReference("NodaTime") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Indicators") AddReference("QuantConnect.Common") from datetime import datetime, timedelta from System import * from NodaTime import DateTimeZone from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Brokerages import * from QuantConnect.Data.Market import * from datetime import timedelta class DataConsolidationAlgorithm(QCAlgorithm): def Initialize(self): self.SetCash(30000) self.StopRisk = 1 if self.Portfolio.TotalUnrealizedProfit > 599.99: #take profit self.Liquidate() self.SetStartDate(2018,1,1) #Set Start Date self.SetEndDate(2021,1,1) #Set End Date self.AddEquity("symbol", Resolution.Minute) self.ema = self.EMA("symbol", 30, MovingAverageType.Simple, Resolution.Minute) self.vwap = self.VWAP("symbol", 30, Resolution.Minute) fiveMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=5)) self.SubscriptionManager.AddConsolidator("symbol", fiveMinuteConsolidator) def fiveMinuteBarHandler(self, sender, bar): self.Debug(str(self.Time) + " " + str(bar)) def OnData(self, data): if not self.ema.IsReady: return if not self.vawap.IsReady: return if self.ema > self.vwap: self.MarketOrder("symbol",1) if self.ema < self.vwap: self.MarketOrder("symbol",-1)

 The backtest is also saying on the research guide that there are 7 parameters detected and for so is likely overfitting...seems strange.

Thankyou for your time!

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