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Hi everyone! This is my first post. I use other software to backtest (TOS), it has a very simple language to programing the strategies and one can do interesting things, but its time to upgrade the code and start using something more serious.
To understarnd how to use the code of QuantConnect, I copied a begginer strategy called Exponential Average crosses (EMA 15 and 30). The only two modifications that i have done is change the resolution of the both EMAs to 1 minute and change the period of the strategy will run ( 2015/2016). I have surprised because I expected 110 trades per day, not per year. So I watch the trade list and what called my atention is that all trades have been done at 9:31 am. What is i am not seeing? Thanks!
Nicholas Stein
// only once per day if (previous.Date == data.Time.Date) return;In addition, you declare a string variable called Symbol. A Symbol ( with a capital S) is an class in QuantConnect and instantiates into a Symbol object which is more complex than a string. By declaring the string variable as Symbol, you are probably hiding the platform's definition. It may not have bitten you here, but it will eventually. I am actually surprised that Portfolio[Symbol].Quantity did not return 0 even when filled and that SetHoldings(Symbol, 1.0) did not also give you problems because the SecurityPortfolioManager class is defined aspublic class SecurityPortfolioManager : IDictionary, IHoldingsProvider
So the best practice would be to follow the C# convention of declaring local variables in a manner that will not hide other public classes. So it would be good to define a string called _symbol or symbol. I am surprised that Visual Studio did not complain and warn you.Rodrigo Hazimeh
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