Any idea why this algorithm out of the box only produces 1 buy trade when backtesting? The fast is never less than the slow moving average, which doesn't make sense when I checked SPY there were some crosses between 15 & 30 day moving averages over the time period. Does anyone have a simple moving average algorithm that shows more trades? Just beginning here and would like a working prototype to play with.
Edit: When I copy and past my class into the online portal, it backtests successfully. What am I missing locally?
Derek Melchin
Hi Timothy,
The local copy of LEAN only comes with a sample of SPY data. If you don't have all the SPY minute-resolution data on your local machine, see Downloading QuantConnect Data.
Best,
Derek Melchin
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Timothy Ott
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