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Converting Adaptive Volatility Equity to a Forex Strategy

HI I found this on the forums from a couple years ago and the post was closed. Thanks to the m8 who created it and the community for sprucing it up. The forex traders don't get enough love on here. Can someone help me convert this to FX. ? i'm geting BacktestingRealTimeHandler.Run(): There was an error in a scheduled event EURUSD: EveryDay: EURUSD: -90 min after MarketOpen. The error was ValueError : Index contains duplicate entries, cannot reshape 

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Hey Apollos,

In this case you don't need to unstack the history dataframe since the time series data can be accessed with

allPrices = self.History(self.Securities.Keys, self.back_period, Resolution.Daily).close
time_series_data = allPrices[symbol]

 

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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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