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Yesterday I was using IDE 2.0 (IDE 3.0 was acting very slow for a few hours there) and ran the attached backtest.
Today - back in IDE 3.0 - I tried running it again and it fails to execute any trades. When I switch back to 2.0, it works again. You can clone the below algorithm and try it yourself.
Is the issue with my code and/or IDE 2.0? Or is this a bug in 3.0? Thanks!
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Dan Root
I am having a similar issue with an algorithm I posted.Â
Louis Szeto
Hi Tom and Dan
Sorry for the delayed reply. We have stopped continuous support on IDE v2, only IDE v3 will load LEAN's latest version. This explains some discrepancies between the 2 backtests.
To place orders for continuous futures, we have to use continous_future_object.Mapped instead of .Symbol since we have to order the underlying mapped contract. The canonical symbol is just for mapping and historical call usage.
Best
Louis
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.
Tom M
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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