Backtesting Help - Data speed by Mark Hammond

Mark Hammond INVESTOR

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Hi,

I'm new to QuantConnect and I have run into an issue when trying to test my day trading algorithm. In my algorithm I have requested the tick data for a single stock for 1 day. When I run a backtest, it completes in just over 2 seconds without firing any of my triggers to create orders. It seems like the data is being blasted through and my algorithm does not get a chance to react. I have tried adding more time to the test (an extra few days) and I can see my algorithm reacting in the log. I wondered if anyone else had come across a similar issue and I would be really greatful for any suggestions.

Update Backtest

Mark Hammond

Accepted Answer

Update Backtest

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Jared Broad

For community assistance please attach an algorithm so people can debug it

or replicate your request.

Bug reports should be sent to support@quantconnect.com

Derek Tishler

16.1k ,

You may also benefit from the example library. An issue like this is often programming/logic-not-being-accessed-as-expected related(which makes the share backtest feature so great, as Jarad mentions above).

https://github.com/QuantConnect/Lean/tree/master/Algorithm.CSharp

Mark Hammond

19 ,

Thanks guys, I really appreciate the quick responses! I'll take a good look around the examples library to see where I have gone wrong and if i'm still stuck i'll attach the backtest. It's probbaly because I am a Java developer by trade and I have an error somewhere in my C# code :-)

Mark Hammond INVESTOR

Update Backtest

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