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Hi All,
I went live with my algorithm yesterday however, it still hasn't placed any trades and I'm worried there might be an issue with the code since it functions properly in backtests. If anyone could help me out, that would be great.
Thanks,
Rohit
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Jared Broad
Thanks Rohit; as discussed on phone you will need to prime/warm up the indicators before the trading conditions you're looking for are met (they'll all be zeros at start).
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.
Rohit Nagendra
Hi Jared,
Just to clarify, the warm-up periods must be set before the switch case statements correct?
Thanks,
Rohit
Jared Broad
If using a small enough amount of data you can use "SetWarmUp" in intialize.
If its over 100k points you'll need to make history requests in each case-statement and manually warm up each indicator with their Update() methods.
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.
Rohit Nagendra
Great, thanks again for you help!
Rohit Nagendra
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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