#

# QuantConnect Basic Template:

# Fundamentals to using a QuantConnect algorithm.

#

# You can view the QCAlgorithm base class on Github:

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

#

import numpy as np

class BasicTemplateAldgorithm(QCAlgorithm):

def Initialize(self):

# Set the cash we'd like to use for our backtest

# This is ignored in live trading

self.SetCash(5000)

# Start and end dates for the backtest.

# These are ignored in live trading.

self.SetStartDate(2015,1,1)

self.SetEndDate(2018,1,1)

# Set Brokerage model to load OANDA fee structure.

self.SetBrokerageModel(BrokerageName.OandaBrokerage)

# Add assets you'd like to see

# self.eurusd = self.AddForex("EURUSD", Resolution.Minute).Symbol

self.AddForex("USDJPY", Resolution.Minute)

# self.eurjpy = self.AddForex("EURJPY", Resolution.Minute).Symbol

def OnData(self, slice):

rsi = self.RSI("USDJPY", 14, MovingAverageType.Simple)

if rsi < 27:

self.SetHoldings("USDJPY", 1)Runtime Error: TypeError : Cannot get managed object

at OnData in main.py:line 36

TypeError : Cannot get managed object

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