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Hello everyone, I was hoping someone could give me a direction with this issue.
I have this universe selection strategy, that does well for the last a few years, and I was hoping to put it in test in paper trading.
However from some reason, for the last a few weeks, it doesn't start to trade.
I know I 2% change in VIX as a holder, so I do expect for this strategy not to trade at high Vix days, however in the last two weeks there were a “good” days also, and I was expecting for the strategy to start trading.
I'll be happy to hear your take on it.
D
Varad Kabade
Hi Clueless,
In line 35 of the above algorithm, we are returning from the OnData method; if we do not get the data for that symbol, we recommend changing it to continue and removing the symbol in which data is not available. If the issue persists, please get in touch with support@quantconnect.com with the live deployment attached.
Best,
Varad Kabade
Clueless
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