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Crypto + AddAlpha

Hello !

I'am trying to implement Crypto in the script wich is designed to add multiple alpha. The design works fine with forex, but as see in the backtest below with crypto like BTCUSD there is no data sended to the Dictionnary.

Thanks !

 

Update Backtest








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Hi Gmamuze,

This is because the WasJustUpdated function of SY1D is never true when called in line 17 of the BTCUSD.cs. When I temporarily removed this condition, the Debug statements started printing the values of the Dictionary to the console.This is because Crypto data is all timestamped in UTC time, which means in WasJustUpdated, since current time when accessed through algorithm.Time is NY time, we need to change it to algorithm.UtcTime.

I’ve shown the necessary changes in the attached backtest.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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