Back

Futures Contract untradable

Hi,

Someone can explain why some Futures Contract can't be traded ?

For most contract when you change TimeSpan in Filter for example on 365 days from Zero, this solves the problem of NullReference, but on other this doesn't solves, whatever the number of days.

ex : Nikkei225Dollar (NKD)

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.


0


In the backtest upper I succeeded to avoid this nullref error in changing the number of days in the variable that determine the front contract. The number of Days must be less than 10, if this number is greater than 10, the nullref error reappears.

0

Hi Gmamuze,

Thank you for asking. The NullReference error occurs when you are trying to access member fields, or function types on an object reference that points to null. In this case, I think the error occurs when you are trying to call contract's AskPrice, BidPrice and Volumn when they are Null. It should be fine if you add a conditional statement: if (contract != null) before applying their member fields (AskPrice, BidPrice and Volumn). Please take a look at the backtest attached.

There is a similar strategy example here. It might provide some hints and insights.

Hope this helps!

1

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.


Loading...

This discussion is closed