Hi
I have an issue with the stopmarketorder method. My code looks like below
def OnData(self, slice: Slice)-> None:
self.RollContract()
price = self.Securities[self._continuousContract.Symbol].Price
high = self.Securities[self._continuousContract.Symbol].high
low = self.Securities[self._continuousContract.Symbol].low
open = self.Securities[self._continuousContract.Symbol].open
for changedEvent in slice.SymbolChangedEvents.Values:
if changedEvent.Symbol == self._continuousContract.Symbol:
self.Log(f"SymbolChanged event: {changedEvent}")
invested = self.check_for_existing_orders_or_positions()
if not invested:
if slice.time.hour == 9 and slice.time.minute == 31:
buyorder = self.stop_market_order(self._continuousContract.Mapped, 2, high+0.25)
sellorder = self.stop_market_order(self._continuousContract.Mapped, -2, low-0.25)
but i keep getting this error:
Runtime Error: Value cannot be null. (Parameter 'key')
at OnData
buyorder = self.stop_market_order(self._continuousContract.Mapped, 2, high+0.25)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
in main.py: line 45 (Open Stack Trace)
I am trying to pass in the high + 1 tick, therefore the 0.25 as this is tested on ES.
What am i doing wrong ?
Thanks in advance.
Mia Alissi
Sources: Handling Data - QuantConnect.com, Stop Market Orders - QuantConnect.com, Momentum Effect In Commodities Futures, Basic Template Eurex Futures Algorithm, Greeks and IV Implementation
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Sunes Journey
Hi
That proposition did unfortunately not do any difference so I am still having the issue.
BR
Sune
Sunes Journey
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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