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The below algorithm seeks to use current and previous MACD/EMA/Price data points to identify crossovers and trade accordingly - all without the use of rolling windows. There are two scheduled events: one to ensure trading only occurs for the period between 0900 and 1555 (EST) and that all positions are closed out at 1555. Not sure why it will not calculate properly, although I suspect It has something to do with the way I am treating the self.Securities[self.X].How and .Low values.
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Nico Xenox
Hey James HawkinsÂ
After trying to solve your problem I noticed there are a lot of small details in your code that wont make your algo run properly.
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Either way, I attached the backtest. Hope it helps;)
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James Hawkins
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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