Newbie here:

I am trying to add a schedule function to the algo below and keep getting an error stating

TypeError: No method matches given arguments for AfterMarketOpen: (<class 'list'>, <class 'int'>)

or

 TypeError: "No method matches given arguments for AfterMarketOpen: (, )

Will appreciate any help I can get on how to correctly schedule it.

The scheduling parameter I am trying to add are to trade: 

 - Every day market is open, 

 - 10 minutes after market opens. 

 

See algo below

  1. import numpy as np
  2. from datetime import timedelta
  3. from datetime import date, timedelta, datetime
  5. #class RSIAlgorithm(QCAlgorithm):
  6. class BasicTemplateAlgorithm(QCAlgorithm):
  7.     
  9.     def Initialize(self):
  10.         '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
  11.         
  12.      
  13.         self.SetStartDate(2020,6,1)    # Set Start Date
  14.         
  15.         self.SetCash(4000)            # Set Strategy Cash
  16.         
  17.         
  19.         
  20.         self.Equities = ["SPY","AMC","GME","SENS","AMSC","SNDL","HARP","EH","LOOP","QFIB","IDT",
  21.                         "BB","BTX","RCON","BGFV","SBOW","EDRY","BBW","CELH","DDS","RRD",
  22.                         "NOTV","UAN","JYNT","RFP","LOVE","NTP","RICK","SI","CMBM","DEN","CTRN",
  23.                         "BNTX","TGLS","TGB","HYRE","BCRX","AVID","BBIG","WINT","DOCU"]   
  24.                         
  25.         for Symbol in self.Equities:
  26.             self.AddEquity(Symbol, Resolution.Daily).Symbol
  27.             self.rsi = self.RSI(Symbol, 14, Resolution.Daily)
  28.             self.macd = self.MACD(Symbol, 12, 26, 9, Resolution.Daily)
  29.          
  30.         self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen(self.Equities, 10), self.EveryDayAfterMarketOpen)
  31.             
  32.     def OnData(self, data):
  33.         '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
  35.         Arguments:
  36.             data: Slice object keyed by symbol containing the stock data
  37.         '''
  39.         # Make sure we are not warming up 
  40.         if self.IsWarmingUp: return
  41.         
  42.         for Symbol in self.Equities:
  43.             
  44.             print(self.Portfolio[Symbol].AveragePrice)
  45.             print(self.Portfolio[Symbol].Price)
  46.             print(self.Portfolio[Symbol].Quantity)
  47.             print(self.Portfolio.Cash)
  48.             
  49.             Vested = self.Portfolio.Invested
  50.             Aveprica = self.Portfolio[Symbol].AveragePrice
  51.             Nowprica = self.Portfolio[Symbol].Price
  52.             Quantity = self.Portfolio[Symbol].Quantity
  53.             Bpower = self.Portfolio.Cash
  54.             Rsi = self.rsi.Current.Value
  55.             Macd =self.macd.Current.Value
  56.            
  57.             
  58.             #The perfect Swing set up is Adx > 20 and Rsi > 60 and Macd > 0 and Cci > 100:
  59.             if not Vested and Bpower > Nowprica and Rsi > 60 and Macd > 0: 
  60.                 self.MarketOrder(Symbol, 1)
  61.                 self.Log(Aveprica)
  62.         
  63.                 
  64.             if Vested and Rsi < 30 and Macd < 0:
  65.                     self.SetHoldings(Symbol, 0)
  66.                 
  67.             else:
  68.                 pass
  69.                 
  70.                 
  71.                 
  72.                 
+ Expand

Author

Lemuel

June 2021