Hi i am new to Quanconnect and this concept of quant trading. I am having this trouble whenever i run a backtest. No trades are bing executed and everything remains 0. ( fees , net equity etc. etc.) even when i'm just backtesting other people codes which are posted in the forum.
The code that i'm currently testing with:
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
import numpy as np
class BasicTemplateAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2015,1, 1) #Set Start Date
self.SetEndDate(2017,12,31) #Set End Date
self.SetCash(1000) #Set Strategy Cash
self.AddForex("EURUSD", Resolution.Hour, Market.Oanda)
self.SetBrokerageModel(BrokerageName.OandaBrokerage)
sma_20 = self.SMA("EURUSD", 20, Resolution.Hour)
sma_50 = self.SMA("EURUSD", 50, Resolution.Hour)
def OnData(self, data):
sma_20 = self.SMA("EURUSD", 20, Resolution.Hour)
sma_50 = self.SMA("EURUSD", 50, Resolution.Hour)
if self.Portfolio["EURUSD"].Invested<=150 and sma_20 > sma_50:
self.MarketOrder("EURUSD", 1000)
if sma_50 > sma_20:
self.Liquidate()