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UniverseSettings

After figuring out the prices in my backtest were not what I needed due do the default Adjusted mode, I switched the NomalizationMode to Raw via:

def Initialize(self):
self.SetStartDate(2009,7,2)
self.SetEndDate(2019,7,15)
self.SetCash(100000)

self.backtestSymbolsPerDay = {}
self.current_universe = []

self.UniverseSettings.Resolution = Resolution.Minute
self.UniverseSettings.SetDataNormalizationMode = DataNormalizationMode.Raw
self.AddUniverse("my-dropbox-universe", self.selector)

However the fill prices of the entries and exits never change. the backtests and fill prices are idenetical whether I use adjusted or raw. The fill prices are of prices that are not actually seen on that given day so I know the data must still be asjusted in some way.

 

Thanks!

Update Backtest







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Hi Ryland, 

Please provide us the full algorithm of the backtest so that we can better help you. Thanks!

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.


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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