Hi all,
For some reason I can't manage to add the E-mini S&P 500 future to the algorithm universe via the AddFuture() method.
In the attached backtest the Debug() command was not triggered in the OnSecuritiesChanged() handler.
Interestingly, however, it does work for other futures (i.e. the Gold future, GC).
Leon Kaiser
All right, I solved the problem. Apparently I just forgot to adjust the filter.
Leon Kaiser
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