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Hi all,
I have seen the various threads and tutorials about using coarse and fine universe selection methods to populate the securities, but it is possible to use these methods to populate self.Equities?
I ask, because my buy/sell logic is based on self.Equities and I would rather not have to go back and re-write everything, especially since I am using the symbolData class to inform buy/sell logic.
Best,
Christopher
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Varad Kabade
Hi Christopher,In the above algorithm, the symbols which you have in your universe do not get added to the self.Equities list. To do so, we can add them to our OnSecuritiesChanged event handler. Also, as we are using a dictionary to store SymbolData objects with Symbol as a key, we don't need to maintain a list. The indicators would not be updated because our Universe has the hourly resolution, and indicators have 15 minutes. We have made the following changes to the algorithm.
Note that in the following backtest, we did not review the Trading logic(OnData method). For any issue regarding that, please post it on the thread. Refer to the attached backtest.
Best,
Varad Kabade
Christopher Phillips
Hi Varad kabade , Thanks for clarifying on the pipeline. It looks like it's trading now, but we will have to perform some comparative tests to ensure that the trading logic is still sound. I don't see any reason why it should not be. Again, many thanks!
Christopher Phillips
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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