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Trading continuous time instead of 1 minute after the open following signal

I'm seeing this algo trade 1 minute after the open the following day after a signal is generated. I'd like to make it trade continuously throughout the day using minute resolution. Is that supported on QC?

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Market data is in discrete time steps -- trades and quotes; we allow passing these into the algorithm; or aggregating them into bars and getting the bar form.

With QuantConnect you can step through time at tick(point), second(bar), minute(bar), hour(bar) or daily(bar) levels. Our equities highest resolution raw data is timestamped to the nearest second (and thus ticks are at second level); and FX is timestamped to the millisecond so the fx ticks are at the millisecond level.

If there are specific times you want to run you can use scheduled events (https://www.quantconnect.com/docs#Scheduled-Events); or you can request a higher resolution data.

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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.


In your code you have a check that only allows you to trade once per day

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Yes try removing this...

 

// only once per day
if (previous.Date == data.Time.Date) return;

 

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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.


Update Backtest





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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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