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Hi there
I am new to QC but migrated from Quantopian. I cloned this BT algo from the official tutorials and just changed start and end date. All starts from 2002-01-01 or from 2009-01-01 to 2021-01-01 failed due to some errors usually looking as follows:
"Backtest Handled Error: Order Error: id: 1389, Transaction model failed to fill for order type: Market with error: Cannot get ask price to perform fill for EOG R735QTJ8XC9X because no market data subscription were found." This is a algo based on fundamental factors. These errors were especially bad when attempting to start from 2002-01-01 and it worked better at the start when I started from 2009-01-01 but occurred in the latter case as well. Could anynody explain why it happens and how to fix? I assume some stocks may become delisted right before the trade and therefore "no market subscription were found". Starting account is small 10k or 50k and in coarse it's top liquid stock preselection so I cant see any liquidity issues. Thanks. Dmitry
Derek Melchin
Hi Dmitry Kishkinev,
Welcome to QC! Please attach a backtest so we can assist more easily.
Best,
Derek Melchin
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Dmitry Kishkinev
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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