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Implementing stop loss orders

Hello, I am having difficulty entering stop loss orders. I place a Market Order as below:

OrderTicket newOrder = MarketOrder(symbol, lotSize);

I then try to immediately add a Stop Loss order:

this._stopLossTicket = StopMarketOrder(this.Symbol, this.Quantity * -1, price);

When I backtest this solution I get the following error:

 

Runtime Error: This asset symbol (USDCAD) was not found in your security list. Please add this security or check it exists before using it with 'Securities.ContainsKey("USDCAD")'

My Trades tab does show that my market order was filled. I assume that my market order is not updating my security list before I try to add the stop loss. What is the best practice for entering a stop loss on a new market order?

Thanks!

Update Backtest








Bump... sort of stuck on my algorithm until I can implement stop loss.
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is this because you are calling "this.Symbol" is one and "symbol" in another? Are these the same variable?
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+1 for James' comment :) Please also share the algorithm for better assistance, its hard to debug the issue with only the lines pasted above.

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I started a new project and implemented the stop loss orders in the same manner (or at least the same manner that I'm INTENDING to in my main algorithm) and they worked fine, so this is definitely something in my algorithm and not a Lean problem. I'll keep plugging away at it -- thanks for the insight!

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Great. Now you have a working version you could try and put both through a diff tool and maybe see where you went wrong and avoid it next time. Theres a lot to learn!
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Update Backtest





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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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