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I am trying to backtest a strategy that trades SPXL. When running it from November 2010 through this May, suddenly, around June of 2012 I get an error that says "SPXL not found in portfolio. Request this data when initializing the algorithm.", while it has been trading fine up until that point. Can someone please look into this issue. Backtest attached.
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Jared Broad
Hey Peter, it looks like the algorithm is liquidating the symbol because it thinks the symbol is delisted (when infact it actually changed symbol names in Jun 2012). We're investigating this issue and you can follow along here. Thank you for reporting it.
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.
Peter Flanner
Thanks!
Peter Flanner
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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