Back

Strategy Not Working In Live Mode

Hey I just wanted a little bit of help getting my strategy to work, It works fine while backtesting but doesnt work in live mode.

Update Backtest








Define "not work". Problem running it or does it simply perform poorly?

0

Sorry I wrote the question hastily because I had to go. The algorithm does not buy securities when its running in Live mode.

0

Hi Travis,

After we running your algorithm, we found out that the engine wasn't updating the user's universe instantly after we call AddSecurity method (responsible to add a security to the user's universe) in both backtesting and live mode. After you call AddSecurity, the added security would only be available on the next trading day.

Now it is working like expected.
You can add the following code snippet in your algorithm to track the changes in your security universe.

public override void OnSecuritiesChanged(SecurityChanges changes)
{
Log(Time + " -> " + changes);
Notify.Sms("+1XXXXXXXXXX", Time + " -> " + changes);
}

Kudos to @Stefano who fixed that. 

0

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.


I'm so glad this problem is fixed. Now my algorithm is working exactly like it should with my custom data stream. Thanks for your hard work.

0

Great job, QC team. :-)

0

Update Backtest





0

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.


Loading...

This discussion is closed