Hi,
Getting the above error in my code, in the "if portfolio is not invested" line. any idea how i can solve it?
using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
namespace QuantConnect.Algorithm.CSharp
{
public class TachyonOptimizedChamber : QCAlgorithm
{
public RollingWindow<QuoteBar> Open;
public RollingWindow<QuoteBar> Close;
public RollingWindow<QuoteBar> High;
public RollingWindow<QuoteBar> Low;
public override void Initialize()
{
SetStartDate(2018, 12, 10); //Set Start Date
SetCash(100000); //Set Strategy Cash
var forex = AddForex("EURUSD", Resolution.Hour, Market.Oanda);
//var forex2 = AddForex("AUDUSD", Resolution.Hour, Market.Oanda);
//var forex3 = AddForex("NZDUSD", Resolution.Hour, Market.Oanda);
SetBrokerageModel(BrokerageName.OandaBrokerage);
// AddEquity("SPY", Resolution.Minute);
Open = new RollingWindow<QuoteBar>(8);
Low = new RollingWindow<QuoteBar>(8);
High = new RollingWindow<QuoteBar>(8);
Close = new RollingWindow<QuoteBar>(8);
}
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// Slice object keyed by symbol containing the stock data
public override void OnData(Slice data)
{
Open.Add(data["EURUSD"].Open);
Low.Add(data["EURUSD"].Low);
High.Add(data["EURUSD"].High);
Close.Add(data["EURUSD"].Close);
var OneBarAgoOpen = Open[1];
var TwoBarAgoOpen = Open[2];
//var currentTick = tickWindow[0].AskPrice;
//var lastTick = tickWindow[1].AskPrice;
if(!Portfolio.Invested && OneBarAgoOpen < TwoBarAgoOpen)
{
}
// if (!Portfolio.Invested)QuoteBar
// {
// SetHoldings(_spy, 1);
// Debug("Purchased Stock");
//}
}
}
}