Backtest with no trades or debugging from Mia

Here are the implementation/logic findings that might prevent your algorithm from trading SBET on 2025-05-27 even when you believe it should:

1. Single-Day Backtest, Insufficient History

• You run the algorithm from 2025-05-27 to 2025-05-27.
• Your gap-up check requires the previous day's close, using:

  history = self.history(symbol, 2, Resolution.DAILY)
  

• In a single-day backtest, QuantConnect will not fetch the prior day's (2025-05-26) close, so history will be empty or have only one entry.
• The code then checks:

  if history.empty or history.shape[0] < 2:
      self.debug(f"{symbol.value}: Not enough history for previous close, skipping.")
      continue
  

  This means all stocks will skip the logic for initializing SymbolData, and you will never enter a trade.

How to fix:
Extend your backtest start date to at least one day before (2025-05-26 or earlier), so QC can load prior price data for all your gap checks.

2. Universe Selection & Fundamental Data

• Your universe selection relies on coarse fundamental data:

  if f.has_fundamental_data and f.symbol.id.market in ("usa", "nys", "ase", "arca", "nasdaq"):
      selected.append(f.symbol)
  

• If SBET lacks fundamental data on 2025-05-27, it will not make it into the universe, so you will never consider it for trading.
• Also, if there is any mismatch in the market string or the ticker symbol capitalization, SBET might not ever join the active securities set.

How to fix:
To ensure SBET is tradable, you might consider using self.add_equity("SBET") directly, or check the coarse universe selection debug output for presence of SBET.

3. Data Resolution/Tick Frequency

• The code uses self.time.second and expects bars to show up each second, but if you run in Daily or Hourly resolution, bars might not be available as frequently as the loop expects, causing .bars to be empty in data.

How to fix:
Consider using Resolution.Minute or higher-frequency data, or rework your logic to operate only when a daily bar appears (e.g., by checking timestamps or using OnData with daily bars).

4. Order Sizing/Zero Quantities

• Orders are sized using:

  qty = self.calculate_order_quantity(symbol, 0.01)
  

• If the price is high or the account value is small, or if rounding produces qty = 0, you will skip buying.

How to fix:
Check account cash, and debug if SBET’s price is too high for your portion of cash. You may want a minimum order quantity safeguard or check if 0.01 is too restrictive.

5. Data Availability at Market Open

• Your breakout check depends on bars being available for the current open. If, for any reason, data for SBET is not present (especially at EXACTLY the market open), the logic is skipped due to:

  if symbol not in data.bars:
      self.debug(f"{symbol.value}: No bar data for this second, skipping.")
      continue
  

6. End-of-Day Liquidation

• The on_end_of_day method will flatten all new positions at day’s end, which is expected. If you only hold positions past the day you backtest, you'll never see holds.

Summary of Most Likely Blocker

The most likely reason for no trades is (1): You do not have at least two days in your backtest, so the gap-up logic can never execute.
Extend your set_start_date() to at least one day before your intended trade day.

Suggested change:

self.set_start_date(2025, 5, 26)  # or earlier!
self.set_end_date(2025, 5, 27)

Check your debug output for "Not enough history for previous close, skipping." -- If you see this for SBET, it confirms the culprit.

If you still have issues after extending your backtest window, check your debug output for SBET's presence in the universe and bar data availability, or post that output for further review.

Sources: Momentum And State Of Market Filters, Opening Range Breakout for Stocks in Play, Momentum Effect In Commodities Futures, Head & Shoulders TA Pattern Detection, Futures - QuantConnect.com

Oh is this log limit the reason that no trades were made?  

Or is this log limit just preventing me from seeing what happened with SBET?