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hi can anyoen review my backtest and tell me why my algo doesn't start trading until april 2018?
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Alexandre Catarino
I would advise you to log the values in the conditional statements.
Perhaps the thresholds of the spreads are too narrow. What if you replace <= for >= ?
Apollos Hill
i'm gonna add debug statements before the conditional to show me what the conditions while its looking for a trade. i will also add equal to symbols instead of purely doing "<" ">"
Apollos Hill
conditions were true starting january 1st unless i'm just tired. need a second pair of eyes.
if price is greater than usdsgdema then BUy if price is less than usdsgdema then SELL. as you can see in the logs, the indicator was warm and the condition was true. but no trades executed for a couple months. am i missing something or is this a bug?
Alexandre Catarino
What about sgdSpread and usdSpread?
self.Log(f'sgdSpread and usdSpread: {sgdSpread and usdSpread}') self.Log(f'price >= self.usdsgdEMA.Current.Value * (1 + tolerance): {price >= self.usdsgdEMA.Current.Value * (1 + tolerance)}') self.Log(f'not (self.Portfolio["NZDSGD"].IsShort and self.Portfolio["NZDUSD"].IsLong): {not (self.Portfolio["NZDSGD"].IsShort and self.Portfolio["NZDUSD"].IsLong)}') self.Log(f'price <= self.usdsgdEMA.Current.Value * (1 - tolerance): {price <= self.usdsgdEMA.Current.Value * (1 - tolerance)}') self.Log(f'not (self.Portfolio["NZDSGD"].IsLong and self.Portfolio["NZDUSD"].IsShort): {not (self.Portfolio["NZDSGD"].IsLong and self.Portfolio["NZDUSD"].IsShort)}')Apollos Hill
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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