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Error: "Cannot get managed object" Can anyone tell me what I'm doing wrong?

#
# 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
Update Backtest







I have solved the problem. 

Line 35:

if self.rsi.Current.Value > 72:
self.SetHoldings("USDJPY", 1)
0

Awesome! Putting the RSI into the OnData like that will create millions of RSI objects; you should also put it into your Initialize() method so its only called once; 

// In Initialize()
self.rsi = self.RSI("USDJPY", 14, MovingAverageType.Simple)
1

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.


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.


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