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Live warming

My algorithm has a Minute Resolution. It uses various timeframes and indicators, including a 200-day MA, with the help of consolidators. It works correctly when I use SetWarmUp(100000). On backtests, everything is fine. But when I try to start Live trading (IB Brokers), I get an error:

"Runtime Error: Algorithm took longer than 10 minutes on a single time loop. CurrentTimeStepElapsed: 10.0 minutes Stack Trace: System.TimeoutException: Algorithm took longer than 10 minutes on a single time loop. "

The error disappears only when I use SetWarmUp(25000) to a maximum of 25,000. But this way I get the wrong indicator values.
Are there any restrictions on Live trading?
How can I extend the Warming period for Live Trading? It would be great to find a solution that allows me to not change the resolution.

Thanks

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Hi Yulia,

I'd recommend calling SetWarmUp with a specified resolution.

self.SetWarmUp(200, Resolution.Daily)

By default, the warm-up period will use the resolution of the securities/universe.

Alternatively, consider removing the call to SetWarmUp and manually warm up the indicators. Refer to our documentation for an example on how to accomplish this.

If neither of these solutions fix the issue, please attach a backtest or submit a live support request so we can further assist with debugging this.

Best,
Derek Melchin

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.


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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