My algo works but I got this error: This operation is not allowed in Initialize or during warm up: OrderRequest.Submit.

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This operation is not allowed in Initialize or during warm up: OrderRequest.Submit. Please move this code to the OnWarmupFinished() method.
 

What is the meaning of this error? Do I need warmup in Initialize? The self.smaWin[0].Value is called in OnData.


def Initialize(self):

res = Resolution.Minute
self.spySMA = self.SMA("SPY", 200, res)
self.spySMA.Updated += self.SmaUpdated
self.smaWin = RollingWindow[IndicatorDataPoint](2)       
self.SetWarmUp(200, res);

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Hi Vidal,

You are likely submitting an Order before the WarmUp is finished, however, no trading can occur during the WarmUp period. To address this, before any Orders (Market Orders, Limit Orders, SetHoldings, etc.) make sure you check that self.IsWarmingUp is False.

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.

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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.


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