Start New Discussion 
Back
Reward Discussion 
I was having difficulty seeing why one of my backtests was behaving as it was, and at some point decided to simply comment out every trade order - but it looked as if I was still sending orders. For this reason I removed line after line and function after function trying to find what was making the orders and have reduced everything down to the following code - I must be seriously misunderstanding something here as I cannot see how this is trading anything. Thanks in advance for your assistance:
1
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
The trades are generated because of the use of the PearsonCorrelationPairsTradingAlphaModel :
self.AddAlpha(PearsonCorrelationPairsTradingAlphaModel(252, Resolution.Daily)You can better understand what this model does here:
1
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
Loading...
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
QuantConnect™ 2023. All Rights Reserved