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Periodic check

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Hi all

I have some price predictions in a separate file which I upload to a variable. I want to check at the beginning of every hour whether the open is higher or lower from my prediction and make a buy or sell accordingly. Can someone help with the check and the buy and sell orders?

Thanks

George

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6 Comments
 
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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.

Hi George,

I'd use Scheduled Events to do this if I were you. The link should have everything you need. This example algo also contains a few examples of how to implement it.

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Hi Georgios,

Doug is on the right track -- using a Scheduled Event would be the best method. You can define a simple function that compares the values you're dealing with and places the trades that you want, and a Scheduled Event will allow the algorithm to call this function at whatever time interval you tell it to.

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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.

Thanks both. But I cannot call data in user defined function. How can I make the comparison?

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Hi Georgios.

You call a user-defined function and retrieve your custom data using Schedule.On().

In the attached backtest I demonstrate how you can import custom data and call the user-defined function printClose() every 60 minutes, regardless of the custom data resolution.

Check out this documentation section on Scheduled Events for further information.

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Thanks!

So in the user-defined function you call the data with self.Securities

Where can I see the methods for Securities?

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Hi Georgios, Securities is a Dictionary<Symbol, Security> so you can access your Security objects with their ticker Securities["IBM"].Price. In order to see the methods you can call on each security, click on the red word "Security" in the embedded link.

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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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