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Invalid Message: BrokerageModel declared unable to submit order

I have a problem with a backtest. It starts to execute orders. The first order is opened and closed as expected. The second order is opened, but it should liquidate after the bar on a friday. This one never executes. According to the logs it should liquidate on market open. From that moment on, no new orders are executed anymore for the rest of the set dates.

Any idea what happens here?

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Just found that BrokerageModel doesn't support MarketOnOpen order types. So I have to check if market is closed and then wait until market is open.

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Hi Chantal Coolsma 

Thank you for charing your findings with the community.

Not all brokerages support all order types so it is important to use SetBrokerageModel, as you did, to be prepared before live deployment.

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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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