Hello,

I am a former Quantopian rookie quant and want to move my algo to Quantconnect.

I am having trouble with the schedule function. I tried many different ways to make it work and the engine still shows me error despite emulating libray, examples and documentation. I am stuck.

Same thing with these 3 lines that I moved inside the REbalance function. I cannot seem to make them indexing properly. They work inside research but not under the engine.

C = self.prices['close'].unstack(level=0)

H = self.prices['high'].unstack(level=0)

L = self.prices['low'].unstack(level=0)

Can you help me tweak it to make it work.

I will keep workin gin it afterwards to move my algo from Quantopian.

Thanks a lot

 

Matt

Author