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Futures stopped trading since June

Dear all,

I am Alex who is new to QuantConnect. I am excited by discovering this platform and also have been trying to clone Quantpedia's algo for further study.

I notice those strategies with futures trading seems to stop working since start of this June., same for when I kick off live trading (paper trading). I am sorry since I am quite new to here so its not easy for me  to tackle the issue/debug by myself. Does anytone know what is the issue?

Attached the backtest, you would notice the equity curve flatted since start of 1st Jun.

Thank you.

Update Backtest








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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.


 

Hi Alex,

This is because the data in the csv on line 75 only has data up until May 29. To fix this, set self.use_quantpedia_data on line 27 to False so that the algorithm uses our Quandl data instead.

Best,
Shile Wen

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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.


Thank you, Shile! Your comment resolves the issue.

I have faced similar problem in another algo which I have put live trading but it does not seem to function. It had the same issue subscribed to Quantpedia which was amended.

If you wish me to open a new thread for another discuss, I can do that. Thank you in advance.

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Hi Kwun-Ho Chan,

If the issue seems similar enough, feel free to just post it in this thread. However, if you feel there is a different problem, post it in a new thread.

Best,
Shile Wen

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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.


Hi Shile,

 

Thank you. I feel I am facing similar issue here but its still unresolved. Would you take a look at the algorithm on previous post as well?

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Hi Kwun-Ho,

I’ve deployed the algorithm live, but I had no error, so hopefully this isn’t the problem described.

The reason we may not see trading action immediately is that this isn’t an intraday strategy that trades frequently daily. Looking at line 70, we see that it only makes its trades one per week on Monday through the Schedule function. This means we will need to wait until Monday until we can see any trades in live.

For the future, try strategically placing logging/debugging statements in the algorithm so it is easier to understand the algorithm is not trading, which can reveal any problems in the algorithm's logic.

Best,
Shile Wen

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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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