Hey, I just wanted to say thanks in advance for the optimization.  This is a valuable and fun addition to Quantconnect.  I have an algo that compares a value to a number.  Lets say the number is 15. If a slope of a line is < or > 15 then it would signal a trade.  I would like to set up the code to run an optimization on the number 15.  

I tried to add:

def Initialize(self):

self.GoShort = self.GetParameter("QQQShort") 

And then on Ondata I used:

"self.GoShort.Current.Value"  to try to have the optomizer fill in units into the single digit (in replace of the 15).  

 

However, this is not working.  The backtests all fail.  

TypeError : '<' not supported between instances of 'float' and 'NoneType'
at OnData in main.py:

For the line with "self.GoShort.Current.Value"

 

Any thoughts?