Back

First Day of week.....

I have this algorithm where I applied :

Schedule.On(DateRules.Every(DayOfWeek.Monday), TimeRules.At(9, 31)

but when i look at the actual trades they are not occuring on Mondays..... the dates are all over the place... Can someone help fix this to calculate and make it execute on the first day of the week. I guess if first day is a holiday the next day....

Code attached

Update Backtest








Hey Elsid Aliaj - it works well for me! Let me know if you still think there's something wrong. I removed alot of the other code in your algorithm and distilled it down to test the scheduled events.

Mon Fired at: 1/8/2018 9:31:00 AM
Mon Fired at: 1/15/2018 9:31:00 AM
Mon Fired at: 1/22/2018 9:31:00 AM
Mon Fired at: 1/29/2018 9:31:00 AM
Mon Fired at: 2/5/2018 9:31:00 AM
Mon Fired at: 2/12/2018 9:31:00 AM
Mon Fired at: 2/19/2018 9:31:00 AM
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.


Jared Broad 

Weird I don't know whats going on I guess there might be ordering logic issues? These are the trades I'm getting....

It falls, on a Wednesday, Thursday, Friday

2018-01-10T14:31:00Z

2018-01-10T14:31:00Z

2018-01-11T14:31:00Z

2018-01-11T14:31:00Z

2018-01-12T14:31:00Z

2018-01-12T14:31:00Z

0

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