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Not finding any contracts to trade

hi does anyone know what i'm doing wrong?

i'm not getting any errors but the algorithm isn't trading any futures contracts. 

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Hi Apollos,
there were a few bugs that I found:
1. The futureNQ setfilter was using futureES variable
2. filter period was too short at 35d. Futures have quarterly expirations so need at least 90d.
3. some variables were not using self. reference
May I suggest that when debugging to log the raw OnData slice data to check any filters are working as intended.
-ES

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wow thanks!. i need to brush up on my futures fundamentals . I never would have noticed the 35 day thing. I trade forex and options. never done futures. i appreaciate your help ES. 

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No problem. Always fun to work out why things don't work :) Pay it forward if you get a chance.

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Hi ES ,

thanks! i will see who i can help out on the forums! I am getting a wierd issue that i shouldn't be..i am trading over a thousand orders per trading signal...but i'm using IF not self.portfolio[self.front.symbol].IsShort/IsLong.. then initiate trade... i think the problem is in my liquidate IF statement. what do you think? 

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