I am a newbie programmer and am tinkering with your ''Delta-hedged straddle" code / strategy.
1) I was able to change the starting date and run a simulation that stated in Jan 2010. But no matter when I start a simulation, it stops during 2017...even if I set the date to later than that.
2) Also, can I run that same code on a different symbol? (like an Oil ETF for example? When I put in 'USO' for the symbol on Line 31, the code would not run...it says 'Runtime Error".)
Sherry Yang
Hi Tom,
Thanks for writing. We’re happy to hear you’re diving into the example strategies.
Can you please share your backtest? This text editor has a code snippet icon that will let you include the algorithm in your reply.
For your first inquiry, an issue you may be running into is that a symbol ticker changed in 2017.
For your second inquiry, you should be able to run the same code on different symbols, but there are different data types for different assets. If you’re swapping out assets of one data type or another, you would need to change your code.
You can find more about your two questions here:
https://www.quantconnect.com/docs/key-concepts/security-identifiers#Security-Identifiers-Symbols-vs-Tickers
https://www.quantconnect.com/docs/algorithm-reference/handling-data
Let us know if this is helpful.
Thanks!
Sherry
Tom Rollinger
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