This bot looks to combine the G Score algorithim found in Quantconnect documentation, with some technical analysis written into it, collecting symbol data such as sma, and other stuff.
I suspect the list of stocks from the Fine filter isnt populating the self.tickers variable, and thus no orders are ever taken. Any ideas how I'd further troubleshoot this?
Vladimir
Axist
Try this slightly modified version of the algorithm you mentioned.
Vladimir
Axist
Did you have a chance to try what I recommended?
Looking forward to your response.
Axist
Yeah, so its the fundamental component that I am building the TA on top of. So I took what you had and attempted swapping it out for the universes in the first algo. I'm still work in progress, but you can kind of see what I am going about below. I deleted chunks to shorten it…
Essentially I am using a universe selector to populate stocks into different sectors. Then a KEI algo to pick the sectors to be trading in, then looking for top 3 stocks in that sector via assigning that sector's Fine results to a variable. Of those 3 stocks in the sector, check TA (SMA crossover or price above sma, etc) to provide a buy signal for that stock. In my first algorithim, I know I had the Coarse and Fine populating stocks, but it didnt seem to be getting added to the variable so that the rest of the algo could proceed to function.
Axist
Provided a bit more of a cleaner backtest with the above logic. Some errors I am working through, and being able to convert the output from
for example.
Vladimir
Axist
You have defined the topic of this thread as "Algorithm not taking orders".
You have defined the algorithm as "The G Score Algorithm found in the Quantconnect documentation".
Did you have a chance to try what I recommended on the algorithm problem?
Are you satisfied with my answer to your question?
I will be happy to answer questions about the KEI strategy in another thread.
Axist
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