Need help from Newbie, making easy stuff

Hi,

Try this:

class VirtualLightBrownAnguilline(QCAlgorithm):

    # 1 stock algo
    # 5 Minute resoultion
    # Buy if change from the open > 1%
    # Sell stop - 1 hour min
    # How to make it effective? 
    openingBar = None 
    
    def Initialize(self):
        self.SetStartDate(2021, 5, 24)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.aapl = self.AddEquity("AAPL", Resolution.Minute)
        self.symbol = self.aapl.Symbol
        self.Securities[self.symbol].SetDataNormalizationMode(DataNormalizationMode.Raw);
        self.SetBenchmark("SPY")
        self.fh1min = 0
        # self.SetBenchmark("QQQ")
        self.Consolidate(self.symbol, timedelta(minutes=5), self.OnDataConsolidated)
        
        
        
    def OnData(self, data):
		if not data.ConstainsKey(self.symbol) or not data[self.symbol]:
			return
        

        # if current price greater than open at 1% - open long position
        if not self.Portfolio.Invested:
            if (self.openingBar is not None and data[self.symbol].Close > self.openingBar.Open*1.01):
                self.SetHoldings(self.symbol, 1)
        else: 
            # close if current price less than 1HMin. 
            if ((self.Time.hour==10 and self.Time.minute >=30) or 
             (self.Time.hour>10)):
                if (data[self.symbol].Low < self.fh1min):
                    self.Liquidate()
        
        # if not self.Portfolio.Invested:
        #    self.SetHoldings(self.aapl.Symbol, 1)
            
    #  Create a function OnDataConsolidator which saves the currentBar as bar 
    def OnDataConsolidated(self, bar):
    	# The first bar will be at 9h35. QC does not "repaint"...
        if bar.Time.hour == 9 and bar.Time.minute == 35:
            self.openingBar = bar
            self.fh1min = bar.Low
            self.Log("Open price: @" + str(self.openingBar.Open))
        else:
            if (bar.Time.hour == 9 and bar.Time.minute >30) or (bar.Time.hour==10 and bar.Time.minute <=30):
                if (bar.Low < self.fh1min):
                    fh1min = bar.Low

Sorry. Don't have time right now to create a project and test. So, it might not compile as-is but you should get the idea.

Fred

class VirtualLightBrownAnguilline(QCAlgorithm):

    # 1 stock algo
    # 5 Minute resoultion
    # Buy if change from the open > 1%
    # Sell stop - 1 hour min
    # How to make it effective? 
    openingBar = None 
    
    def Initialize(self):
        self.SetStartDate(2021, 5, 24)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = "AAPL"
        self.aapl = self.AddEquity(self.symbol, Resolution.Minute)
        self.Securities[self.symbol].SetDataNormalizationMode(DataNormalizationMode.Raw);
        self.SetBenchmark("SPY")
        self.fh1min = 0
        # self.SetBenchmark("QQQ")
        self.Consolidate(self.symbol, timedelta(minutes=5), self.OnDataConsolidated)
        
        
        
    def OnData(self, data):
        if self.symbol not in data:
                return
        
        # if current price greater than open at 1% - open long position
        if not self.Portfolio.Invested:
            if (self.openingBar != None and data[self.symbol].Close != None and data[self.symbol].Close > self.openingBar.Open*1.01):
                self.SetHoldings(self.symbol, 1)
        else: 
            # close if current price less than 1HMin. 
            if ((self.Time.hour==10 and self.Time.minute >=30) or 
             (self.Time.hour>10)):
                if (data[self.symbol].Low < self.fh1min):
                    self.Liquidate()
        
        # if not self.Portfolio.Invested:
        #    self.SetHoldings(self.aapl.Symbol, 1)
            
    #  Create a function OnDataConsolidator which saves the currentBar as bar 
    def OnDataConsolidated(self, bar):
        if bar.Time.hour == 9 and bar.Time.minute == 30:
            self.openingBar = bar
            self.fh1min = bar.Low
            self.Log("Open price: @" + str(self.openingBar.Open))
        else:
            if (bar.Time.hour == 9 and bar.Time.minute >30) or (bar.Time.hour==10 and bar.Time.minute <=30):
                if (bar.Low < self.fh1min):
                    fh1min = bar.Low
        
            
        
        

Tried to modify it, but got the same error message, 

Yes. data[self.symbol] can return None which is why I have protected the code with an if in my post. You need to check if data contains your key and if the associated value returned is not None, in that order, as I did…

if not data.ConstainsKey(self.symbol) or not data[self.symbol]:
	return

Sorry for the incorrect indentation in my posted code above - this forum does not see a tab as 4 spaces in code blocks, which for Python, would be very appropriate.

Fred

Btw. you should not use this:

self.symbol = "AAPL"

You should use the Symbol object returned by a Security, as in my code.

Fred

Fred, your code doesn't work 

During the algorithm initialization, the following exception has occurred: AttributeError : 'VirtualLightBrownAnguilline' object has no attribute 'aapl'  at Initialize    self.symbol = self.aapl.Symbol ===   at Python.Runtime.PyObject.Invoke(PyTuple args in main.py: line 14 AttributeError : 'VirtualLightBrownAnguilline' object has no attribute 'aapl'

Hello Ilya,

self.aapl should be created the line before that one…

The only error I got was that I wrote “ConstainsKey” instead of “ContainsKey”.

Fred