I'm new and and I try to learn by creating a simple algo. The algo should buy on stochastics signal (cross under classic 20 threshold) and sell only if the PNL of the trade is > to a % defined.

1. When I run the algo and I export the trades I noted that the exit conditions is not always respected (PNL < 2% for some trades). Why please ?

2. Also I would like to run it on 10 securities. I understand that I need to add securities and then lool to create the stochastic for each security. Can someone give me an example to create sur a loop please ?

3. Last, I would like to try other timeframe especially 30 minutes. How to do it with consolidator please ?

Thank you


using System.Drawing; // for Color namespace QuantConnect { public class Teststochnoloss : QCAlgorithm { // stock name set up. String symbol = "IRBT"; decimal targetProfit = 0.02m; //0.02m=0.2% //Target profit for strategy. When achieve this exit. Stochastic sto; int overBought = 20;//a optimiser decimal sortie=100000m; //Initialize the data and resolution you require for your strategy: public override void Initialize() { //ini broker model SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Cash); //Start and End Date range for the backtest: SetStartDate(2016, 1, 16); SetEndDate(DateTime.Now.Date.AddDays(-1)); //Add as many securities as you like. All the data will be passed into the event handler: AddSecurity(SecurityType.Equity, symbol, Resolution.Hour); //*how to use the algo on several stocks (a dozen max) ? //* Is it possible to use 30 minutes timeframe please ? // customize benchmark SetBenchmark("AAPL"); // initializing stochastic int KPeriod = 14; int DPeriod = 3; sto = STO(symbol,14,KPeriod,DPeriod); SetWarmup(20); // we can 'warm up' our indicators using the history function directly //var history = History("SPY", 250); // we can also warm up these indicators using the SetWarmup function // SetWarmup will pump data through the entire algorithm, including OnData // whereas the History function is handled by user code //SetWarmup(250); // ask for 250 bars of warmup at registered resolution //SetWarmup(TimeSpan.FromDays(3)); // ask for 3 calendar days of warmup // these are calendar days, so beware of weekends //Cash allocation SetCash(10000); Chart plotter = new Chart("Plotter"); plotter.AddSeries(new Series("D", SeriesType.Line, " ",Color.Red)); plotter.AddSeries(new Series("K", SeriesType.Line, " ",Color.Blue)); plotter.AddSeries(new Series("Over Bought", SeriesType.Line, " ",Color.Black)); plotter.AddSeries(new Series("Buy", SeriesType.Scatter, index:0)); plotter.AddSeries(new Series("Sell", SeriesType.Scatter, index:0));// sur graph plot pas rouge AddChart(plotter); } //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol. public void OnData(TradeBars data) { if (IsWarmingUp) return; Log(string.Format("{0} {1}",sto.StochD,sto.StochK)); if (!Portfolio.HoldStock && sto.IsReady) //* is is not a doublon to put is ready with warmup ? { if(sto.StochK>sto.StochD && sto.StochD<overBought ) { int quantity = (int)Math.Floor(Portfolio.Cash / data[symbol].Close); var entry = data[symbol].Price; sortie = entry * (1 + targetProfit); // target = 0.05 for 5% gain //SetHoldings(symbol, 1); Order(symbol, quantity);///sur plusieurs titres quantité? Plot("Plotter", "Buy", data[symbol].Close); Debug("Stoch no loss buy" + Time.ToString("Y")); //return; } } if (data[symbol].Price >= sortie) { Liquidate(symbol);//sortie a optimiser avec croisement sto ou trailinstop Plot("Plotter","Sell", data[symbol].Close); sortie=100000; //exitDate = Time.Date; return; } // Later in your OnData(Slice data): Plot("Plotter", "IRBT", data[symbol].Close); Plot("Plotter","D", sto.StochD); Plot("Plotter","K", sto.StochK); Plot("Plotter","Over Bought", overBought); //Plot("Buy", buyOrders); //Plot("Sell", sellOrders); //Plot(_plotter, "Price", data[symbol].Close); } } }