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Trading live with historical data training

Suppose I develop an algorithm, backtest it, everything's great. Now I switch it to live and I want it to start trading immediately. But to trade it needs some indicators and training that goes back a few days or years. How does that happen? I sure hope it doesn't have to wait for indicators to become ready etc.
Update Backtest








Welcome @Dmitri, we're rolling out "Warm Up" next week. It solves exactly what you're describing and feeds historical data quickly into the algorithm so you can start trading ASAP.

The data available will be limited depending on the resolution of the asset's you're seeking. Tick will probably be capped at 1-week, minute data up to 2-3 months. Warm up will happen at your "backtest" speeds.
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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.


Is this in place yet?
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+1 this is super important, if you use an indicator with any sort of history this is necessary.
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Yeah totally agree. Sorry we got distracted at the last minute and it was never launched. We're wrapping up a universe selection project now and will get back to this one ASAP :)
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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.


Is this feature implemented? Very important as others have indicated in this thread.
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I am actually working on this right now! I'm hoping to have backtesting and live working by EOD Friday.
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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 Michael,
I have seen version going up. Is above feature now available. If not QC can I pull in from Git Lean branch for local Live trading ?
Thanks,
Desi
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curious whether this has been implemented?
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Hey guys, this is working in backtest and in live. Here's the API you can code to. In short, you can now specify a warmup period viaSetWarmup(TimeSpan.FromDays(10)); // 10 days of data at registered resolution
SetWarmup(100);//100 bars at registered resolution

You can also request history in various ways. Have a peek at this algorithm which documents the various ways you can invoke the History API.var history = History("SPY", 10, Resolution.Daily);//get last 10 daily bars
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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.


Excellent examples, thanks MichaelH !
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Also checkout this new forum post with a working, cloneable algorithm that uses the new features!
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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.


Update Backtest





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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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