Add equity line not working

Here is a detailed review of your code for the issues around SBET not trading on 5/27, focusing on your core questions:

Is your add_equity("SBET") line messed up?

• No, the add_equity("SBET") line is correct. It subscribes to SBET's data feed. However, this alone does not guarantee the algorithm will trade SBET because your universe selection logic (via add_universe(self.coarse_selection_function)) controls what securities are actually considered for trading at each timestep.

Do you need to add another symbol to the f.symbol.id.market line for SBET?

• In your universe filter:

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

  SBET will only be included if its f.symbol.id.market matches one of these (case-sensitive). If SBET has a different or differently-cased market code, it will not be selected, even if add_equity was called.
• You should log SBET's actual market code in your debug output and, if necessary, add it to this tuple or call .upper() in the check (e.g., f.symbol.id.market.upper()), depending on the casing used in your data.

Other critical logic issues preventing SBET from trading:

Universe selection pitfalls

• If SBET does not have fundamental data during the test dates, or its market code is not in your filter, it is excluded from the universe and never processed for trading. Your debug message will reveal if SBET is ever present on each day.
• If you want to GUARANTEE SBET is always tradeable, you should bypass the universe-selection or, at minimum, always append its symbol in the selector. For example:

  selected.append(self.symbol("SBET")) # or always include SBET as a fallback.
  

Trade condition thresholds

• Even if SBET appears in your universe, your breakout logic is very tight:
  • You require open >= 2.50 AND
  • open >= previous close * 1.10 (at least a 10% gap up)
  • AND the close to exceed a 30% gain from the open for the buy to trigger (current_close > breakout_level)
• If SBET's price history doesn't match these on 5/27, no trade will occur. Check your debug output for these values and adjust if needed for more flexibility.

Historical data requirements

• Your gap logic uses the previous daily close. If SBET lacks sufficient historical daily data (especially at the start of your backtest), history.empty or history.shape[0] < 2 prevents trading.

What you should do

1. Check debug output for "Coarse selection:" and "Universe selected:" to confirm SBET is showing up each day.
2. If not, either:
   • Ensure SBET has fundamental data on all intended dates.
   • Always include SBET in your universe selector explicitly.
   • Loosen up or .upper() the market matching, if necessary.
3. If SBET appears, review the debug output for price thresholds (open, prev_close, breakout level). Adjust your logic if you want the entry to be less restrictive.
4. If you want to ONLY trade SBET regardless of universe, you can remove the universe altogether and just rely on add_equity, then simplify your logic so it's always evaluated.

In Short

• add_equity("SBET") is correct, but does NOT guarantee SBET is considered for trading if your universe selection excludes it.
• Your universe filter may be excluding SBET due to a market code mismatch or lack of fundamental data.
• Your trade logic might be too restrictive for SBET's 5/27 price action.
• You do not need to add more symbols to the market check, unless SBET's actual market code is missing from your list.
• If you only want to trade SBET, avoid universe selection or hard-code SBET into the universe function.

Concrete Fix Example:

def coarse_selection_function(self, fundamental: List[Fundamental]) -> List[Symbol]:
    # Always include SBET to guarantee it's tradeable
    for f in fundamental:
        if f.symbol.value == "SBET":
            return [f.symbol]
    # fallback: just let SBET be traded regardless of universe!
    return [self.symbol("SBET")]

Or just remove the universe selection entirely and rely on add_equity("SBET").

If you want example code for guaranteeing SBET is always included, let me know!

Sources: Futures Fast Trend Following, with Trend Strength, Adjusted Trend on Futures, Opening Range Breakout for Stocks in Play, Momentum Short Term Reversal Strategy, Head & Shoulders TA Pattern Detection