NoneType Error, Trade Execuction


I have a few questions about a trading algorithm I came up with.

 1. I am getting a NoneType error during different time periods and I have seen other responses saying to do "If something is None: Return" but, this does not help in my situation. 

2. I am hoping to get this algrothim to buy and sell during the trading hours when an if statement is executed instead of just at midnight.

 3. Lastly, I am unsure if the elif statement off of the initial if statement will be executed? I am thinking it may not get executed due to the NoneType error. Any help is much appreciated.



-only pay attention to the the other ones are scratch work

Update Backtest

“Identity()” is an indicator, you only need to create the indicator once in Initialize(). Please see the reply

Please also check if the data frame is empty before retrieving the value from the data frame with the symbol index. 

To make sure the slice data exists for the specified symbol, it is necessary to add this

def OnData(self):
if data.Bars.ContainsKey("SPY"):
# obtain the price

Update Backtest


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