Error Help. by John Nellman

John Nellman INVESTOR

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Hi, I've been trying to post my entire code in a backtest b/c I could use some assistance but I can't even get it to build yet. Could someone please assist me with errors I am getting with this line of code preventing me from building my algo. Thanks!

if(!Portfolio["EURUSD"].Invested and currentPrice > smaDaily and totalTime == 0)



// Errors I'm getting on this line:  ) expected

//                                   Embedded statement cannot be a declaration or labeled statement

//                                   ; expected

//                                   Invalid expression term '>'

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John Nellman

Accepted Answer

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Matthew Martin

2.9k ,

If you are writing in C# logical "and" in your if statement is & or &&, not the word "and".

& allows short circuit evaluation. Most of the time people mean &&. If you are unsure, most of the time use &&.

John Nellman

189 ,

Ahhh, thank you, silly mistake. That will help me focus on the bigger problems with my code. Thanks for taking the time to look!

Matthew Martin

2.9k ,

No problem. I need to correct myself though so wrong information is not propagated.

&& is short-circui evaluation

& evaluates both sides

opposite of my first post.

https://docs.microsoft.com/en-us/dotnet/csharp/language-reference/operators/conditional-and-operator

Quant Trader

3k ,

You can best download Visual Studio and then code there and then copy-paste back as you need data. This is a bit tedious, but it will speed up with avoiding typo's. Microsoft's intellisense will also suggest how to fix your code at some points.

John Nellman

189 ,

Thank you for the responses!! I have been struggling for days on this. I was hoping to use it to learn. Since I can't get it even ready to backtest could someone copy and past the code I have attached here into their editor and give me some pointers. The logic was suppose to be: If uninvested, buy if above SMA, sell if below SMA. Set a profit target, if it hits re-enter trade according to SMA position. When trade initiated it starts a timer, which is main variable, number of days, in this case 10. If profit target hasn't been reached in 10 days, trade is closed, all profit orders cancelled. Then it re-opens base on SMA again and gets a new 10 days. etc.

namespace QuantConnect 

{   

    public class TimeBasedAlgo : QCAlgorithm

    {

        public override void Initialize() 

        {

            SetStartDate(2017, 1, 1);

            SetEndDate(2018, 1, 1);

            SetCash(5000);

            SetBenchmark("SPY");

            SetBrokerageModel(BrokerageName.OandaBrokerage);

            AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick);

            SetWarmUp(TimeSpan.FromDays(7));

            var smaDaily = SMA("EURUSD", 24, Resolution.Hour);

            var dayCount = TimeSpan.FromDays(10);    

            var tradeTime = 0;                         

            var totalTime = 0;

            var currentPrice = 0;

            var longTrade = MarketOrder("EURUSD", 10000);

            var shortTrade = MarketOrder("EURUSD", -10000);

            var longProfitTarget = LimitOrder("EURUSD",20, 20); 

            var ProfitTarget = LimitOrder("EURUSD",-20, 20);

        }

        public override void OnData(Slice data) 

        {

           if(!Portfolio["EURUSD"].Invested & currentPrice > smaDaily & totalTime == 0)

            {

                longTrade;

                longProfitTarget;

                totalTime = tradeTime + dayCount;

                Log("Purchased EURUSD on " + Time.ToShortDateString());

            }

            if (!Portfolio["EURUSD"].Invested && currentPrice < smaDaily && totalTime == 0)

            {

                shorTrade;

                shortProfitTarget; // 

                totalTime = tradeTime + dayCount;

                Log("Sold EURUSD on " + Time.ToShortDateString());

            }

            if (Portfolio["EURUSD"].IsLong && totalTime > 10 )

            {

            	shortTrade;

            	List<OrderTicket> cancelledOrders = Transactions.CancelOpenOrders("EURUSD"); // I think 

            	totalTime = 0;

            	Log("Closed Long Trade " + Time.ToShortDateString() + "and cancelled all orders");

            }

            if (Portfolio["EURUSD"].IsShort && totalTime > 10 )

            {

            	longTrade;

            	List<OrderTicket> cancelledOrders = Transactions.CancelOpenOrders("EURUSD");

            	totalTime = 0;

            	Log("Closed Short Trade " + Time.ToShortDateString()) + "and cancelled all orders";

            }

            

        }

    }

}

John Nellman INVESTOR

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