Some recent change on the backend has made previously working algorithms start coredumping early in backtests.
I have a very simple algorithm that reproduces this. I couldn't attach it in the normal way because it doesn't show up in the menu, having ended in a runtime error. Also it won't let me include the "share" URL. But here's the code.
class SleepyRedSnake(QCAlgorithm):
self.AddAlpha(IndicatorAlpha())
# if not self.Portfolio.Invested:
# self.SetHoldings("SPY", 1)
Derek Melchin
Hi Kris,
When creating indicators for securities in a dynamic universe, we should use the full class name (ChandeMomentumOscillator) instead of the short-cut methods (algorithm.CMO). With this change, the error above is resolved and we can remove consolidators for securities that are removed from the universe.
See the attached backtest for reference.
Best,
Derek Melchin
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Kris Raney
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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