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That's really cool! I keep getting this error through.

Runtime Error: AttributeError : 'Pandas' object has no attribute 'volume' AttributeError : 'Pandas' object has no attribute 'volume' (Open Stacktrace)

So far every combination I've tried has errored out. 

The wizzard is awesome! I'd suggest to add module templates, which creates files containing the basic code for each of the module types:  alpha template module, universe template module, etc.  

This. Is. LEGIT! Thank you so much!

Thank you guys!

I like to hand code, but this is cool and will teach me to code the correct way in QuantConnect.

Thanks mate, you are a legend.

I know i should know this but how do you chose Python code vs C#, Does the system only look at your profile

Thanks

Hi Frank,

You can quickly switch between Python and C# by clicking the C#/Py icon on the bottom-right of the IDE window. When you switch between the two, there is no need to reload the page and you can immediately build new algorithms!

Very interesting! 

Would be extremly useful to add a framework reference library to the Editor,  

Rather than having to specify the specific components at the onset of algorithm creation, it would enable viewing the available Pallete of Alpha/Universe/Portfolio/Risk/Execution models to choose from.

All you really need(want) is enough to see what is available, the reference instantiation snippet (copy paste) and possibly and configuration documentation...  

Further would be nice if this included privately defined and licensed alphas...

Hi Jeffrey,

Thanks for your suggestions! We will definitely consider those cool ideas and add them to our roadmap.

Great Work! Thx U guys!

Hello,

I am new to using LEAN. I built my first test usind "Algorithm Creator" to do the following: Implement and understand how RSI strategy works for "SPY". I used default plug and play components from "Algorithm Creator" and added a few graphs to undertsand how it works. (see attached backtest for code and graphs)

I am trying to figure out how to modify the code to undretsand the following things:

1. Why I see "SPY" baught and sold on the same day, in most of the trades.

2.Why I do not see any Insignts generated (I use Daily resolution to reduce backtest time).  

3. Why S&P500 Benchmark shown as a straight line ?

4. How to show indiators and buy/sell signals on "Strategy equity graph"? 

Any suggestions?

Thanks

Sachin

Hi Sachin,

1) The short answer is: the resolution is too low.
Here is the real answer: Since we are using daily resolution, the time of daily bar arrives is out of market hour. Therefore, every order is placed when the market is closed, and filled on the next day.

An example would be: On 2018-06-26, the closing price triggers risk management model and submitted an order to liquidate. However, that order is filled on 2018-06-27 with the new closing price on that day. And as it is filled, self.Portfolio.Invested becomes false again and another buy order is placed (and filled immediately). Moreover, although those two orders are filled, the portfolio values (unrealized profit, absolute holding cost) which are involved in the risk management calculation are not updated immediately. In fact, the new values will be effective when the next bar arrives (tomorrow). However, the closing price of 2018-06-27 still triggers risk management and another Liquidate() takes place. This is why you saw both buy and sell on 2018-06-27.

To avoid this: use minute resolution or higher. You would see what you expected: sell when risk management is triggered, and buy back when next bar arrives.

2) The reason is there was no insight triggered. I would recommand to  user higher resolution or reduce the period (currently 60). To reduce backtest running time, besides using low resolution, we could also set end date to use less data. For example:

3) It is a legacy issue and we will fix it soon. Meanwhile, you could use 

or select S&P500 benchmark by this:
 

4) In order to plot the values, I attached the RsiAlphaModel below the original code, and added the plot statement in Update() method. "Strategy equity graph" is our default chart and it's better not to modify it. We could always create a new chart for our own use. Please check for the last session in initialize() for my implementation, and here is our documentation page regarding charting.

Hope it helps.

Thanks Liang for the reply and suggestions. I will check it out. 

Hi Filip,

To manage your subscription, you could go to subscription page. Thanks for your support!

Hi. I'm new here. I can't find algorithm creator. where do I need to click?
Here is my display 

https://prnt.sc/11zhyzq

Hi Roman,

The Algorithm Wizard has been replaced with the new Strategy Builder that's displayed in the screenshot above. To add a framework module, click Add Module. To start from scratch with the IDE, click the Exit Builder Mode button.

We are in the process of updating our documentation and will be sure to include the Strategy Builder in the new docs. We appreciate the patience.

Best,
Derek Melchin

I'm trying to use an alpha I've been testing with the prebuilt universe selection, risk management, etc… available from the creator tool, but I'm unable to access it (even though it has popped up before). When I click “+ create new algorithm” all that happens is I'm brought to the python window to start coding. 

Any help would be greatly appreciated. 

Hi Tomes,

It is now possible to toggle the Strategy Builder on and off. To have it pop up when creating a new algorithm, go to Settings and enable the switch that says "Use Strategy Builder by Default".

Best,
Derek Melchin

Hi Derek,

I am looking in my settings page and there is no such switch that allows me to enable the strategy builder. Has that feature been deprecated?

Cheers,
Mitch

Hey Mitch Christow,

Please see this post

Nico, thanks for the link. It's unfortunate that this feature has been removed. I thought it was a very useful and innovative idea.