hi,
I am trying to build a simple algo that uses indicators on Futures.
I keep getting this error at runtime:
During the algorithm initialization, the following exception has occurred: Please register to receive data for symbol ' ' using the AddSecurity() function.
Any idea what am I doing wrong here ?
namespace QuantConnect
{
/*
* QuantConnect University: Bollinger Bands Example:
*/
public class BollingerBandsAlgorithm : QCAlgorithm
{
string _symbol = "ZN";
BollingerBands _bb;
RelativeStrengthIndex _rsi;
AverageTrueRange _atr;
ExponentialMovingAverage _ema;
SimpleMovingAverage _sma;
MovingAverageConvergenceDivergence _macd;
decimal _price;
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{
//Initialize
SetStartDate(2018, 1, 1);
SetEndDate(2018, 2, 1);
SetCash(25000);
//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Future, _symbol, Resolution.Minute);
//Set up Indicators:
_bb = BB(_symbol, 20, 1, MovingAverageType.Simple, Resolution.Daily);
_rsi = RSI(_symbol, 14, MovingAverageType.Simple, Resolution.Daily);
_atr = ATR(_symbol, 14, MovingAverageType.Simple, Resolution.Daily);
_ema = EMA(_symbol, 14, Resolution.Daily);
_sma = SMA(_symbol, 14, Resolution.Daily);
_macd = MACD(_symbol, 12, 26, 9, MovingAverageType.Simple, Resolution.Daily);
}
public void OnData(TradeBars data)
{
if (!_bb.IsReady || !_rsi.IsReady) return;
_price = data["ZN"].Close;
if (!Portfolio.HoldStock)
{
int quantity = (int)Math.Floor(Portfolio.Cash / data[_symbol].Close);
//Order function places trades: enter the string symbol and the quantity you want:
Order(_symbol, quantity);
//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased ZN on " + Time.ToShortDateString());
}
}
// Fire plotting events once per day:
public override void OnEndOfDay() {
if (!_bb.IsReady) return;
Plot("BB", "Price", _price);
Plot("BB", _bb.UpperBand, _bb.MiddleBand, _bb.LowerBand);
Plot("RSI", _rsi);
Plot("ATR", _atr);
Plot("MACD", "Price", _price);
Plot("MACD", _macd.Fast, _macd.Slow);
Plot("Averages", _ema, _sma);
}
}
}