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During the algorithm initialization, the following exception has occurred: Please register to receive data for symbol ' ' using the AddSecurity() function.
private const string _symbol = "EURUSD";
// properties
ExponentialMovingAverage _emaFast;
ExponentialMovingAverage _emaSlow;
public override void Initialize()
{
// Backtest only
SetStartDate(2017, 5, 1);
SetEndDate(2017, 5, 31);
SetCash(100000);
_emaFast = EMA(_symbol, 20);
_emaSlow = EMA(_symbol, 40);
// Find more symbols here: http://quantconnect.com/data
AddForex(_symbol, Resolution.Minute, Market.Oanda);
AddSecurity(SecurityType.Forex, _symbol, Resolution.Minute);
Securities[_symbol].SetDataNormalizationMode(DataNormalizationMode.Raw);
SetBrokerageModel(BrokerageName.OandaBrokerage);
}
Alexandre Catarino
Please call AddForex before EMA.
Rule of thumb:
First call methods which name starts with Set, then Add, then methods where one of the parameters is a Symbol.
The reason for that error is that EMA needs to know which data subscription is associated with the symbol and the subscription is created when you add the security. Also, the "mapping" (implicit conversion) between the ticker (string) and the Symbol (object) is done after we call add security. Before that you cannot use "EURUSD" instead of the Symbol object that represents EURUSD.
Bunyamin Sakar
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