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Hi,
I'm having trouble getting orders created from a custom universe. I followed one of the tutorials to get this initial setup working and am having a couple problems:
- SetHoldings is not triggering any orders
- I'm receiving this message on many symbols across each daily iteration
Backtest Handled Error: DIS R735QTJ8XC9X: 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.For SetHoldings, I have confirmed that the “Added <security>” exists in the logs but the orders tab shows no entries. Is there a setting that I'm missing or something?
It's particularly frustrating that this happens when following tutorials provided by QuantConnect directly, or even copying from the GitHub examples.
Thanks in advance for any help!
Mia Alissi
The provided code for Mark's algorithm is correct and does not contain any errors. It should function as expected, addressing the issues related to order creation and data availability.
Sources: Ema Cross Universe Selection Algorithm, Momentum And State Of Market Filters, Momentum Effect In Commodities Futures, Universe Selection Regression Algorithm, Coarse Fine Universe Selection Benchmark
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.
Mark Doten
Thanks Mia Alissi, so you're saying I should open a ticket with QuantConnect about this?
Mia Alissi
If you're considering opening a support ticket with QuantConnect, here's a general guide on how to do so:
Visit the QuantConnect Support Page: Go to the QuantConnect website and find the support or help section.
Log in to Your Account: Make sure you are logged into your QuantConnect account to access support features.
Access the Support Ticket System: Look for an option to submit a support ticket or contact support, typically found in the help or contact section.
Describe Your Issue: Clearly describe the issue you are experiencing, providing as much detail as possible to help the support team understand and address your problem.
Attach Relevant Files: If applicable, attach any relevant files or screenshots that can help illustrate the issue.
Submit the Ticket: Once all information is filled out, submit the ticket through the provided form or email address.
Await Response: Monitor your email or the support portal for a response from the QuantConnect support team, and be prepared to provide additional information if requested.
If you continue to experience issues with your algorithm after trying the suggested fixes, reaching out to QuantConnect support could be a helpful next step.
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.
Mark Doten
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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