Back

Coarse Selection and Tradebar history

I am testing out parts for my algo and having a problem with the rolling history. I think i have defined my RollingWindow right for the history but when i run my test the current data prices match my history[0] but the history[1] and history [2] are not correct. Any help appreciated.

Update Backtest








Update Backtest





0

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.


Loading...

This discussion is closed