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Noob: Is this the correct way to import future contracts?

# Use the template algorithm for futures

from FuturesUniverseSelectionModel import FuturesUniverseSelectionModel

class MultidimensionalUncoupledAtmosphericScrubbers(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2019, 2, 18) # Set Start Date
self.SetCash(100000) # Set Strategy Cash

self.SetUniverseSelection(FuturesUniverseSelectionModel(self.SelectFuturesSymbols))

# Is def OnData(self,data): used for trade logic?
def OnData(self, data):
if self.ES.Current.Value > 100:
self.SetHoldings(SP500EMini,-1)
else:self.SetHoldings(SP500EMini,1)


# Is lines 21,22,23, assigning the symbol SP500EMini to the algo?
def SelectFuturesSymbols(self, utcTime):
ES = Futures.Indices.SP500EMini
return [ Symbol.Create("SP500EMini", SecurityType.Future, Market.USA) ]

#Here I attempted to assign the future to ES, is this the correct method
#for using the ES for trade logic?
self.ES = self.AddFuture(SP500EMini, Resolution.Daily)
self.ESMomo = self.MOMP(SP500EMini,50,Resolution.Daily)

# Did I do this correctly or what have missed/did wrong?

 

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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 Josh. Please review the examples and documentation here. This has examples of filters and requesting your ticker.

 

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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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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.


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