namespace QuantConnect.Rotation
{
/*
* QuantConnect University - Global Rotation by Michael Handschuh
*
* From a list of ETF's which look at the global markets; always select the
* best performing ETF assuming its momentum will continue.
*
* Symbols are ranked by an objective function.
*
*/
public class QCUGlobalRotation : QCAlgorithm
{
// we'll use this to tell us when the month has ended
DateTime LastRotationTime = DateTime.MinValue;
TimeSpan RotationInterval = TimeSpan.FromDays(30);

// these are the growth symbols we'll rotate through
List<string> GrowthSymbols = new List<string>
{
"MDY", // US S&P mid cap 400
"IEV", // iShares S&P europe 350
"EEM", // iShared MSCI emerging markets
"ILF", // iShares S&P latin america
"EPP" // iShared MSCI Pacific ex-Japan
};

// these are the safety symbols we go to when things are looking bad for growth
List<string> SafetySymbols = new List<string>
{
"EDV", // Vangaurd TSY 25yr+
"SHY" // Barclays Low Duration TSY
};

// we'll hold some computed data in these guys
List<SymbolData> SymbolData = new List<SymbolData>();

public override void Initialize()
{
SetCash(3000);
SetStartDate(2001, 1, 1);

foreach (var symbol in GrowthSymbols.Union(SafetySymbols))
{
// ideally we would use daily data
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
var oneMonthPerformance = MOM(symbol, 30, Resolution.Daily);
var threeMonthPerformance = MOM(symbol, 90, Resolution.Daily);

SymbolData.Add(new SymbolData
{
Symbol = symbol,
OneMonthPerformance = oneMonthPerformance,
ThreeMonthPerformance = threeMonthPerformance
});
}
}

private bool first = true;
public void OnData(TradeBars data)
{
try
{
// the first time we come through here we'll need to do some things such as allocation
// and initializing our symbol data
if (first)
{
first = false;
LastRotationTime = data.Time;
return;
}

var delta = data.Time.Subtract(LastRotationTime);
if (delta > RotationInterval)
{
LastRotationTime = data.Time;

// pick which one is best from growth and safety symbols
var orderedObjScores = SymbolData.OrderByDescending(x => x.ObjectiveScore).ToList();
foreach (var orderedObjScore in orderedObjScores)
{
Log(">>SCORE>>" + orderedObjScore.Symbol + ">>" + orderedObjScore.ObjectiveScore);
}
var bestGrowth = orderedObjScores.First();

if (bestGrowth.ObjectiveScore > 0)
{
if (Portfolio[bestGrowth.Symbol].Quantity == 0)
{
Log("PREBUY>>LIQUIDATE>>");
Liquidate();
}
Log(">>BUY>>" + bestGrowth.Symbol + "@" + (100 * bestGrowth.OneMonthPerformance).ToString("00.00"));
decimal qty = Portfolio.Cash / Securities[bestGrowth.Symbol].Close;
MarketOrder(bestGrowth.Symbol, (int)qty);
}
else
{
// if no one has a good objective score then let's hold cash this month to be safe
Log(">>LIQUIDATE>>CASH");
Liquidate();
}
}
}
catch (Exception ex)
{
Error("OnTradeBar: " + ex.Message + "\r\n\r\n" + ex.StackTrace);
}
}
}

class SymbolData
{
public string Symbol;

public Momentum OneMonthPerformance { get; set; }
public Momentum ThreeMonthPerformance { get; set; }

public decimal ObjectiveScore
{
get
{
// we weight the one month performance higher
decimal weight1 = 100;
decimal weight2 = 75;

return (weight1 * OneMonthPerformance + weight2 * ThreeMonthPerformance) / (weight1 + weight2);
}
}
}
}

How do I set up this algorithm to trade live?

It says time error code line 69,73,76. 

Thank You