Runtime Error: Cannot implicitly convert type 'Python.Runtime.PyObject' to 'decimal' in PythonIndicator.cs:line 144

Hey Mark Gahagan,

the self.Value is a reserved property for the underlying class. You will have to use another name for it. 
You also asked for weekly insights, so I changed the code to emit insights once per week (attached backtest).

Hope it helps ;)

Hi Nico

Thanks for the speedy response.

So my using self.Score was probably the best thing I could do instead of self.Value

Also, it appears from your code that my trying to use the algorithmic framework ie. the alpha model was not the best way to code this.

Thanks for the insights ;)

Mark

To avoid this error that occurs as well although handled:

Backtest Handled Error: TXG X7SGNKRL4WV9: The security does not have an accurate price as it has not yet received a bar of data. Before placing a trade (or using SetHoldings) warm up your algorithm with SetWarmup, or use slice.Contains(symbol) to confirm the Slice object has price before using the data. Data does not necessarily all arrive at the same time so your algorithm should confirm the data is ready before using it. In live trading this can mean you do not have an active subscription to the asset class you're trying to trade. If using custom data make sure you've set the 'Value' property.

Whare and how should I use the code suggested ie. slice.Contains(symbol)?

Hi Mark,

To fix the issue, we need to reset the dictionary of momentum scores before each rebalance.

self.mom_scores = {}

See the attached backtest for reference.

Best,
Derek Melchin

Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.

Thanks Derek,

That has totally solved that issue.

One other issue:

With the stock: RIDE, it always creates two insights and two identical trades on the same date. I have researched the stock and cant find any reason for it(not got duplicate listing). It doesnt happen with any other stock. Is this an issue in QC or an issue with the stock?

Regarding the issue with RIDE:

I did some more backtesting as per attached and the algo is picking up the old ticker for RIDE which was DPHC, as well as the new symbol.

DPHC has been reallocated so is still active. Hence it creates two insights and two trades. Not sure how to solve that issue generically so would need to do a workaround each time it occurs with a stock which isnt ideal, but my understanding is limited and may be flawed

sorry, forgot the backtest

Hi Mark,

Thanks for reporting this. To track our progress of resolving this error, subscribe to this data issue.

Best,
Derek Melchin

Want to invest in QuantConnect as we build the Linux of quant finance? Checkout our Wefunder campaign to join the revolution.