Hello,
I tried to implement simple mean reversion algorihtm using rsi and sma indicator. I use 200-period sma, 2-period rsi, and also set warm-up period to 200 days. But, I got operation timeout error from the backtest, like this:
System.TimeoutException: Execution Security Error: Operation timed out - 1 minutes max. Check for recursive loops.
at QuantConnect.Isolator.MonitorTask (System.Threading.Tasks.Task task, System.TimeSpan timeSpan, System.Func`1[TResult] withinCustomLimits, System.Int64 memoryCap, System.Int32 sleepIntervalMillis) [0x002d3] in :0
at QuantConnect.Isolator.ExecuteWithTimeLimit (System.TimeSpan timeSpan, System.Func`1[TResult] withinCustomLimits, System.Action codeBlock, System.Int64 memoryCap, System.Int32 sleepIntervalMillis, QuantConnect.Util.WorkerThread workerThread) [0x00092] in :0
at QuantConnect.Isolator.ExecuteWithTimeLimit (System.TimeSpan timeSpan, System.Action codeBlock, System.Int64 memoryCap, System.Int32 sleepIntervalMillis, QuantConnect.Util.WorkerThread workerThread) [0x00000] in :0
at QuantConnect.AlgorithmFactory.Loader.TryCreateAlgorithmInstanceWithIsolator (System.String assemblyPath, System.Int32 ramLimit, QuantConnect.Interfaces.IAlgorithm& algorithmInstance, System.String& errorMessage) [0x00034] in :0
at (wrapper remoting-invoke-with-check) QuantConnect.AlgorithmFactory.Loader.TryCreateAlgorithmInstanceWithIsolator(string,int,QuantConnect.Interfaces.IAlgorithm&,string&)
at QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler.CreateAlgorithmInstance (QuantConnect.Packets.AlgorithmNodePacket algorithmNodePacket, System.String assemblyPath) [0x00087] in Lean.Engine.Setup.BacktestingSetupHandler.CreateAlgorithmInstance (QuantConnect.Packets.AlgorithmNodePacket algorithmNodePacket, System.String assemblyPath) [0x00087] in :0
Is this error due to the 200 periods that I use? Or Is there a syntax or rule that I miss?
Thank you,
Gage Riley Coon
I believe attaching the algorithm would help people find the issue. I would like to help but can't troubleshoot without.
Renita napitupulu
Hi Gage,
Thankyou for your response, Actually I found that I missed a syntax in my algo. It can be executed well now.
- Renita
Renita napitupulu
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