I am a beginner and I am facing the problem that my VWAP indicator is preventing the start in live mode (in backtesting it works fine)
I have called in Initialize()
vwap = VWAP(_symbol,390);
SetWarmup(TimeSpan.FromMinutes(390));
and in OnData I have added:
if (!vwap.IsReady) return;
According to my understanding, I expected to have the VWAP indicator ready since the beginning thanks to the SetWarmup.
Am I doing something wrong?
Thank you,
Gianluca
Gianluca Renzi
Any help? Many thanks!
Jon Quant
Try to set the Resolution explicitly. My guess is there is a misalignment of the resolution between VWAP and SetWarmup. In other words, your warmup could be 390 minutes but your VWAP call could be 390 days.
Gianluca Renzi
Hi Jon,
thank you, your point was correct but also with:
vwap = VWAP(_symbol,390, Resolution.Minute);
SetWarmup(TimeSpan.FromMinutes(390));
didn't work...
Do you have any additional suggestions?
Best Regards
Derek Melchin
Hi Gianluca,
For issues with live algorithms, please submit a support request with the algorithm attached.
Best,
Derek Melchin
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Gianluca Renzi
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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