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Hello and thanks in advance. I have a stratigy that is using TQQQ open and close bar minute data. The algo works well other than about 3 times a year , on average, over the last 5 years, there is an error in the back test because there isn't open bar data on a certain minute of the day. Is there a way to just skip the minute if the open bar data isn't there? or can this data be updated so this doesn't happen?
Thanks again!
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Edmund jones
I think you could use the if statement below in the onData() method. Symbol being the equity you have in your script.
if data.ContainsKey("symbol"):
or if it is specifically the open of the bar you want to check you could use
if is not none data["symbol"].Open:
Derek Melchin
Hi David,
To avoid issues, ensure the following condition is satisfied before placing orders for a security:
data.ContainsKey(self.symbol) and data[self.symbol] is not NoneSee the attached backtest for reference.
Best,
Derek Melchin
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.
David Eldringhoff
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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