Back

Not able to run backtest

Hi,
I am not able to run any backtest and getting the following error : Backtest Handled Error: You have exceeded maximum number of orders (10000), for unlimited orders upgrade your account.

I am not able to understand I am just trading 200 stockes and changing positions everyweek.I am not able to run a simple strategy backtest for even a year which rebalances everyweek.Is it expected to have this error? 

Regards

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.


Those portfolio-execution models currently cause a lot of portfolio churn from unnecessary rebalancing. We are aware of the issue and are working on making them trade less frequently.

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.


Thanks Jared, for you reply so what can be your short suggestion for someone like me who is new to this platform to follow to avoid the same problem.

0

Hi Vishu Sidana, the problem is that you are allow up to 10000 trades, so upgrade your plan.

or try to run 5 backestets at each one change :

self.SetStartDate(2014, 5, 15)

self.SetEndDate(2014, 12, 1)

self.SetStartDate(2014,12, 1)

self.SetEndDate(2015, 11, 1)

self.SetStartDate(2015,11, 1)

self.SetEndDate(2016, 11, 1)

self.SetStartDate(2016,11, 1)

self.SetEndDate(2017, 11, 1)

self.SetStartDate(2017,11, 1)

self.SetEndDate(2018, 11, 1)

if the exception is throw again "You have exceeded maximum number of orders (10000), for unlimited orders upgrade your account.", just reduce the period between backtest. at last you average the stats of all your backtests.

by the way. what Jared said, you are rebalacing to frecuently, and for that so many orders.easily reach 10000 limit

here an article 

https://www.schroders.com/es/es/inversores-profesionales/vision-de-mercado/revision-mensual-de-mercados/why-churn-is-not-necessarily-burn/

 

 

 

 

 

0

Thanks for the help Jesus.
 

0

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