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Hi all,
I'm just looking for some reference material to create a continuous futures universe from some manually selected symbols? If anyone has a sample algorithm to act as a guide, that would be fantastic. As far as I'm aware, I know this functionality has been added to quantconnect, but so far it hasn't been added to the documentation.
Regards,
Nick
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Varad Kabade
Hi Nicholas,
Please refer to the following example algorithm for more information regarding adding securities in continuous futures.
Best,
Varad Kabade
Nicholas Fitzgerald
Hi Varad,Â
Just to confirm, to create a universe of multiple continuous futures, they need to be added individually?
AddFuture()
AddFuture()
AddFuture()…
Regards,
Nick
Â
Varad Kabade
Hi Nicholas,
Yes, you are right.
We also recommend going through the following thread dedicated to using continuous future.
Best,
Varad kabade
Nicholas Fitzgerald
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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