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Buy SPY in OCT Sell in MAY

I'm trying to make an algo that sells SPY in May and buys in OCT but I'm not sure what I have wrong. Any feedback would be greatly appreciated.

Thanks,

Clayton.

Update Backtest








Thank you for attaching the backtest. The reason as to why the algorithm was not executing correctly was because:

 

if (Time.ToString("MMM") == "MAY"){ }
if (Time.ToString("MMM") == "OCT"){ }

//should actually be
if (Time.ToString("MMM") == "May"){ }
if (Time.ToString("MMM") == "Oct"){ }

 

The function Time.ToString("MMM") returned the month names with only the first letter capitalized. In order to catch bugs like these look into Debug Messages. After printing the output of Time.ToString("MMM") to the console, the solution was much clearer.

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Hi Clayton Horning , 
We would suggest you to not make string comparisons when there is a unambiguous alternative.
In this case, you could Time.Month == 5 for May and Time.Month == 10 for October. Since those months are the only months that are mutiple of 5, you could even use the remainder operator %: Time.Month % 5 == 0.

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Update Backtest





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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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