Start New Discussion 
Back
Reward Discussion 
Hi All,
After the server update, I am seeing different results when running the same algorithms.
I posted an algorithm 2 days ago, today when I ran it (shortly after the update), I got completely different result (not bad) and I saw 80% more trades.
It seems that this happened after the server update.
Has anyone experienced the same last few hours ?
Thanks
Nik
1
0
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.
0
Hey Nick! The new order system uses "Order Tickets" to update the orders, this avoids you manually changing any order fields and makes the system much safer. We'll post a forum/QC university example shortly how to use these new fields.
The easiest way to explain what you've seen is this: -- order.LimitPrice = X will no longer work, since the order you're modifying is a clone, and not the real order object. This means your algorithm isn't behaving as expected.
To make this more obvious we'll make it throw an exception if you do "order.Property = X" - since there's never any reason you should do this anymore :)
Now you need to use:
The easiest way to explain what you've seen is this: -- order.LimitPrice = X will no longer work, since the order you're modifying is a clone, and not the real order object. This means your algorithm isn't behaving as expected.
To make this more obvious we'll make it throw an exception if you do "order.Property = X" - since there's never any reason you should do this anymore :)
Now you need to use:
//Submitting a limit order is the same as before:
var limitOrderTicket = LimitOrder("SPY", 100, 90);
//You can easily get fields back from the order if you don't know what they are.
var currentLimitPrice = _limitOrder.Get(OrderField.LimitPrice);
//Update the properties of an order.
limitOrderTicket.Update(new UpdateOrderFields{ LimitPrice = 85 });
0
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.
0
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.
0
Loading...
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
QuantConnect™ 2023. All Rights Reserved
