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I can't trade/backtest PUTW ETF

Hello everyone,

I have just taken the code from:

 

https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-country-equity-indexes

 

and tested. It looks it work.

Then I have tried to change to these assets: ["VTI", "SPY", "TLT", "EFA", "EEM", "PUTW", "EMB"]

I think they are all ETF. When I try to backetest online I am getting the folloiwng error:

Backtest Handled Error: The order quantity for PUTW cannot be calculated: the price of the security is zero.

I can't understand the reason. They are all ETF right?

I need your support. Thanks.

 

 

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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 Islander,

PUTW is an illiquid security with very low trading volume, so the price will be 0 when there are no trading activities. In order to make your algorithm work, we recommend manually checking if the price is nonzero before placing an order. 

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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





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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