Equity Symbol and Ticker being recognized as Crypto or Forex

Hi Micah,

Difficult to help without code at all. But each security object has an attribute Type which defines if it is an equity, option, forex, etc. That attribute got set to “null” somewhere in your code so then it's broken. Whatever method you are calling for order quantity of EGO is expecting the attribute to be Crypto or Forex (but it is null so it throws the error).

You need to look into your code and see where that bug dealing with the type could happen.

If you post your code, I guess someone could also help.

Fred

class FocusedMagentaHornet(QCAlgorithm):
    
    # THIS ALGORITHM FOCUSES ON 3 MAJOR SIGNALS FOR EXITING A TRADE and one trend indicator for allocating our portfolio:
        # Exiting a trade signal:
            # 1. Exiting a trade when the price goes above 5%
            # 2. Exiting a trade when the price goes above 2%
            # 3. Exiting a trade when the trailing stop loss is hit which is %10 of last highest close price 
        # Trend indicator:
            # 10 Day moving average
        
    # Order ticket for our stop order, Datetime when stop order was last hit
    # ADGI ORDER TICKET
    stopMarketTicketFirst = None
    stopMarketOrderFillTimeFirst = datetime.min
    highestFirstPrice = -1
    
    # CORZ ORDER TICKET
    stopMarketTicketSecond = None
    stopMarketOrderFillTimeSecond = datetime.min
    highestSecondPrice = -1
    
    def Initialize(self):
        
        #Brokerage model and account type:
        self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Cash)
        self.SetStartDate(2021, 2, 1)  # Set Start Date
        self.SetCash(170)  # Set Strategy Cash
        
        self.kpti = self.AddEquity("KPTI", Resolution.Daily)
        # stockOne.SetDataNormalizationMode(DataNormalizationMode.Raw)
        self.ego = self.AddEquity("EGO", Resolution.Daily)
        # stockTwo.SetDataNormalizationMode(DataNormalizationMode.Raw)
        
        self.kptiMomentum = self.MOMP("KPTI", 10, Resolution.Daily) 
        self.egoMomentum = self.MOMP("EGO", 10, Resolution.Daily)
        
        # INITIALIZE 50 HISTORY DATA  
        self.SetWarmUp(50)
        
    def OnData(self, data):
        if self.IsWarmingUp:
            return
        
        # 1. Plot the current Stock1 price to "Data Chart" on series "Stock 1 Price"
        self.Plot("Data Chart", "Stock 1 Price", self.Securities["KPTI"].Close) 
        
        # 2. Plot the current Stock 2 price to "Data Chart" on series "Stock 2 Price"
        self.Plot("Data Chart", "Stock 2 Price", self.Securities["EGO"].Close)
        
        if self.kptiMomentum.Current.Value > self.egoMomentum.Current.Value:
        
            if (self.Time - self.stopMarketOrderFillTimeFirst).days < 1:
                return
            if not self.Portfolio.Invested or self.Portfolio.Invested:
                if not self.Securities["KPTI"].Invested:
                    # Calculate the fee adjusted quantity of shares with given buying power
                    quantityFirst = self.CalculateOrderQuantity("KPTI", 0.8)
                    self.MarketOrder("KPTI", quantityFirst)
                    self.stopMarketTicketFirst = self.StopMarketOrder("KPTI", -quantityFirst, 0.9 * self.Securities["KPTI"].Close)
            
                elif (self.Securities["KPTI"].Close > self.stopMarketTicketFirst.AverageFillPrice * 1.05) and (self.Securities["KPTI"].Close > self.highestFirstPrice):
        
                    #2. Plot the moving stop price on "Data Chart" with "Stock 1 Stop Price" series name
                    self.Plot("Data Chart", "Stock 1 Stop Price", self.highestFirstPrice * 0.9) 
                        
                    self.highestFirstPrice = self.Securities["KPTI"].Close
                    updateFields = UpdateOrderFields()
                    updateFields.StopPrice = self.highestFirstPrice * 0.9
                    self.stopMarketTicketFirst.Update(updateFields)
                    self.Debug("Highest Close Price for Stock 1: " +str(self.highestFirstPrice))
                    quantityFirst = self.CalculateOrderQuantity("KPTI", 0.8)
                    self.MarketOrder("KPTI", -((quantityFirst)/3))
                    
                elif (self.Securities["KPTI"].Close > self.stopMarketTicketFirst.AverageFillPrice * 1.02) and (self.Securities["KPTI"].Close > self.highestFirstPrice):
        
                    #2. Plot the moving stop price on "Data Chart" with "Stock 1 Stop Price" series name
                    self.Plot("Data Chart", "Stock 1 Stop Price", self.highestFirstPrice * 0.9) 
                    
                    self.highestFirstPrice = self.Securities["KPTI"].Close
                    updateFields = UpdateOrderFields()
                    updateFields.StopPrice = self.highestFirstPrice * 0.9
                    self.stopMarketTicketFirst.Update(updateFields)
                    self.Debug("Highest Close Price for Stock 1: " +str(self.highestFirstPrice))
                    quantityFirst = self.CalculateOrderQuantity("KPTI", 0.8)
                    self.MarketOrder("KPTI", -((quantityFirst)/2))
                    
                else:
                    if self.Securities["KPTI"].Close > self.highestFirstPrice:
                        self.highestFirstPrice = self.Securities["KPTI"].Close
                        updateFields = UpdateOrderFields()
                        updateFields.StopPrice = self.highestFirstPrice * 0.9
                        self.stopMarketTicketFirst.Update(updateFields)
                        self.Debug("Highest Close Price for Stock 1: " +str(self.highestFirstPrice))
        else:
            
            if (self.Time - self.stopMarketOrderFillTimeSecond).days < 1:
                return
            if not self.Portfolio.Invested or self.Portfolio.Invested:
                if not self.Securities["EGO"].Invested:
                    # Calculate the fee adjusted quantity of shares with given buying power
                    quantitySecond = self.CalculateOrderQuantity("EGO", 0.8)
                    self.MarketOrder("EGO", quantitySecond)
                    self.stopMarketTicketSecond = self.StopMarketOrder("EGO", -quantitySecond, 0.9 * self.Securities["EGO"].Close)
                
                elif (self.Securities["EGO"].Close > self.stopMarketTicketSecond.AverageFillPrice * 1.05) and (self.Securities["EGO"].Close > self.highestSecondPrice):
                
                    #2. Plot the moving stop price on "Data Chart" with "Stock 2 Stop Price" series name
                    self.Plot("Data Chart", "Stock 2 Stop Price", self.highestSecondPrice * 0.9) 
                        
                    self.highestSecondPrice = self.Securities["EGO"].Close
                    updateFields = UpdateOrderFields()
                    updateFields.StopPrice = self.highestSecondPrice * 0.9
                    self.stopMarketTicketSecond.Update(updateFields)
                    self.Debug("Highest Close Price for Stock 2: " +str(self.highestSecondPrice))
                    quantitySecond = self.CalculateOrderQuantity(self.stockTwo, 0.8)
                    self.MarketOrder("EGO", -((quantityEGO)/3))
                    
                elif (self.Securities["EGO"].Close > self.stopMarketTicketSecond.AverageFillPrice * 1.02) and (self.Securities["EGO"].Close > self.highestSecondPrice):
                
                    #2. Plot the moving stop price on "Data Chart" with "Stock 2 Stop Price" series name
                    self.Plot("Data Chart", "Stock 2 Stop Price", self.highestSecondPrice * 0.9) 
                        
                    self.highestSecondPrice = self.Securities["EGO"].Close
                    updateFields = UpdateOrderFields()
                    updateFields.StopPrice = self.highestSecondPrice * 0.9
                    self.stopMarketTicketSecond.Update(updateFields)
                    self.Debug("Highest Close Price for Stock 2: " +str(self.highestSecondPrice))
                    quantitySecond = self.CalculateOrderQuantity("EGO", 0.8)
                    self.MarketOrder("EGO", -((quantitySecond)/2))
                    
                else:
                    if self.Securities["EGO"].Close > self.highestSecondPrice:
                        self.highestSecondPrice = self.Securities["EGO"].Close
                        updateFields = UpdateOrderFields()
                        updateFields.StopPrice = self.highestSecondPrice * 0.9
                        self.stopMarketTicketSecond.Update(updateFields)
                        self.Debug("Highest Close Price for Stock 2: " +str(self.highestSecondPrice))
                        
            
    def OnOrderEvent(self, orderEvent):
        
        if orderEvent.Status != OrderStatus.Filled:
            return
        
        if self.stopMarketTicketFirst is not None and self.stopMarketTicketFirst.OrderId == orderEvent.OrderId: 
            self.stopMarketOrderFillTimeFirst = self.Time
        else:
            if self.stopMarketTicketSecond is not None and self.stopMarketTicketSecond.OrderId == orderEvent.OrderId: 
                self.stopMarketOrderFillTimeSecond = self.Time
        

Sorry for the long code but I just had to send the entire thing because I have no idea where the bug is. I tried looking for it multiple times and I’m getting nowhere. 

Hi Micah,
I searched for that error in the Lean code and we can see it here.  It's happening when there is no currency set, which is why it's saying it must be crypto or forex.  The error also says it can't submit order with zero quanity, which I think is the root of the no currency error.  I added Debug statements before your MarketOrders and outputted the quantity you were submitting.  The very first one is zero.  It appears the issue is you are trying to submit orders with zero quantity.
 

Here's the backtest with the Debug statements.

Oh yes indeed Cole. I missed the last line of the error in the OP, which is pretty explicit: Unable to submit order with id -10 that has zero quantity.

Fred

Thank you so much for highlighting the bug, I've done some modifications on the entire code where the bugs were and it's now working as intended. Thank so much!!!