Hello,

I am working on an algorithm, in which we are trading for four months. But when I run the algo in QC, we could not see any trading or orders after one month. But when I set the date range for that specific month then the trading happened and orders generated.

So is there any limitation for trading line one month or something. Below is the algo I am trying with. 

using QuantConnect.Data; using System.Collections.Generic; using System.Linq; using System.Globalization; using System; using System.Net; using QuantConnect.Data.UniverseSelection; using QuantConnect.Algorithm.Framework.Selection; namespace QuantConnect.Algorithm.CSharp { public class TachyonQuantumCompensator : QCAlgorithm { private List<Symbol> _longSymbols = new List<Symbol>(); private List<Symbol> _shortSymbols = new List<Symbol>(); public override void Initialize() { SetStartDate(2020, 07, 06); SetEndDate(2020, 10, 31); SetBenchmark("AAPL"); //SetEndDate(2020, 08, 27); //why is is profitable when we set this to 1mil but not 100k? //maybe fill problems when cash is too low //reduced shares bouch by an order of magnatude to test SetCash(100000); //If no price found, need to take the last known price. SetSecurityInitializer(s => { var data = GetLastKnownPrice(s); if (data == null) { Debug($"No historical data on {Time} for {s.Symbol}"); _longSymbols.Remove(s.Symbol); _shortSymbols.Remove(s.Symbol); } s.SetMarketPrice(data); }); SetUniverseSelection(new ScheduledUniverseSelectionModel( DateRules.EveryDay(), TimeRules.At(9, 30), SelectSymbols )); //sell before the close Schedule.On( DateRules.EveryDay(), TimeRules.At(16, 45), () => { Liquidate(); _longSymbols.Clear(); _shortSymbols.Clear(); }); } private IEnumerable<Symbol> SelectSymbols(DateTime dateTime) { var currentDate = dateTime.ToString("yyyyMMdd", CultureInfo.InvariantCulture); var longUrl = $@"https://batchformattertest.blob.core.windows.net/output/{currentDate}/longs.txt"; var shortUrl = $@"https://batchformattertest.blob.core.windows.net/output/{currentDate}/shorts.txt"; try { _longSymbols = StringToSymbols(Download(longUrl)); _shortSymbols = StringToSymbols(Download(shortUrl)); var symbols = _longSymbols.Concat(_shortSymbols); return symbols.Count() == 0 ? Universe.Unchanged : symbols; } catch (WebException ex) { Log($"{ex.Message}"); _longSymbols.Clear(); _shortSymbols.Clear(); return Universe.Unchanged; } } public override void OnData(Slice slice) { if (Time.Hour == 9 && Time.Minute <= 31) { try { foreach (var symbol in slice.Keys) { if (!Securities[symbol].Invested) { var openingBar = slice.Bars[symbol]; if (_shortSymbols.Contains(symbol) && openingBar.Close > openingBar.Open) { StopMarketOrder(symbol, -10, 0.9975m * Securities[symbol].Close); //Debug($"Short order placed for {symbol.Value} at {Time}"); } else if (_longSymbols.Contains(symbol) && openingBar.Close > openingBar.Open) { StopMarketOrder(symbol, 10, 1.0025m * Securities[symbol].Close); // Debug($"Long order placed for {symbol.Value} at {Time}"); } } } } catch (Exception e) { Debug($"Excepion for the date {Time} : {e.StackTrace}"); } } } public override void OnSecuritiesChanged(SecurityChanges changes) { foreach (var security in changes.RemovedSecurities) { if (security.Invested) { Liquidate(security.Symbol, $"Removed from Universe at {Time}"); } } } private List<Symbol> StringToSymbols(string tickers) { var list = new List<Symbol>(); if (string.IsNullOrEmpty(tickers) || tickers.IndexOf("error", StringComparison.InvariantCultureIgnoreCase) >= 0) return list; foreach (var item in tickers.Split('\n')) { var ticker = item.Replace("\r", ""); if (!string.IsNullOrWhiteSpace(ticker)) { try { list.Add(QuantConnect.Symbol.Create(ticker, SecurityType.Equity, Market.USA)); } catch { // NOP } } } return list; } } }

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