Hi,
I have problems with consolidators again (always feel stupid when using them :( ).
How can I warm up consolidator inside Alpha class?
You can find my algo attached below. Insights starts at 2010-04-01 10:00:00 and should start earlier (algo needs time to warm up monthly consolidtor)
Varad Kabade
Hi Mislav,
Refer to the following thread for detailed information on the Warming-up consolidator in the Alpha class.
Best,
Varad Kabade
Mislav Sagovac
Here is my try. I have followed recommended thread, but it doesn't warm up cnsolidators for some reason.
Louis Szeto
Hi Mislav
We cannot reproduce your issue, the algorithm starts trading on 4 Jan 2010. Maybe this is due to a previous data issue/bug in LEAN which is now resolved. We recommend using IDE3.0 since the old version is not supporting the latest version of LEAN. Please retry and report if the problem still persists.
Best
Louis
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Mislav Sagovac
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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