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Today I've reran multitudes of code that yesterday were running as expected, however today I am not seeing any orders placed. Is there an issue with my account? I have used two different computers with the same results so it is making me think I may be getting restricted by QC? Thinking this I went ahead and deleted all of my history in backtests/projects thinking it may be a matter of using up space however this was not the case. all of the code I am running is in futures contracts if that matters. Below is an example of code no longer placing orders on my account,
class CrawlingFluorescentYellowCaribou(QCAlgorithm):
stoplossTicket = None
takeprofitTicket = None
exitfilltime = datetime.min
def Initialize(self):
self.SetStartDate(2019, 1, 1)
self.SetEndDate(2022,1,1)
self.SetCash(100000)
self.crudeoilwti = self.AddFuture(Futures.Indices.NASDAQ100EMini, Resolution.Minute)
self.rsi = RelativeStrengthIndex(3)
oneMinuteConsolidator = TradeBarConsolidator(timedelta(minutes=1))
self.SubscriptionManager.AddConsolidator(self.crudeoilwti.Symbol, oneMinuteConsolidator)
# register the 30-minute consolidated bar data to automatically update the indicator
self.RegisterIndicator(self.crudeoilwti.Symbol, self.rsi, oneMinuteConsolidator)
self.adx = AverageDirectionalIndex(5)
oneHourConsolidator = TradeBarConsolidator(timedelta(hours=1))
self.SubscriptionManager.AddConsolidator(self.crudeoilwti.Symbol, oneHourConsolidator)
# register the 30-minute consolidated bar data to automatically update the indicator
self.RegisterIndicator(self.crudeoilwti.Symbol, self.adx, oneHourConsolidator)
self.atr = AverageTrueRange(20)
oneHourConsolidator = TradeBarConsolidator(timedelta(hours=1))
self.SubscriptionManager.AddConsolidator(self.crudeoilwti.Symbol, oneHourConsolidator)
# register the 30-minute consolidated bar data to automatically update the indicator
self.RegisterIndicator(self.crudeoilwti.Symbol, self.atr, oneHourConsolidator)
self.Schedule.On(self.DateRules.EveryDay(self.crudeoilwti.Symbol), self.TimeRules.At(15, 00), self.ClosePositions)
def OnData(self, data: Slice):
if not self.adx.IsReady:
return
price = self.Securities[self.crudeoilwti.Symbol].Price
confirmationtrend = self.adx.Current.Value >= 75
confirmationrange = self.adx.Current.Value <= 25
atr = self.atr.Current.Value
rsi = self.rsi.Current.Value
if self.Time.hour >= 9 and self.Time.hour <= 14:
if not self.Portfolio.Invested:
if confirmationrange is True:
if rsi <= 25:
self.MarketOrder(self.crudeoilwti.Symbol, 3)
self.stoplossTicket = self.StopMarketOrder(self.crudeoilwti.Symbol, -3, price-atr*2)
self.takeprofitTicket = self.LimitOrder(self.crudeoilwti.Symbol, -3, price+atr*5)
if rsi >= 75:
self.MarketOrder(self.crudeoilwti.Symbol, -3)
self.stoplossTicket = self.StopMarketOrder(self.crudeoilwti.Symbol, 3, price+atr*2)
self.takeprofitTicket = self.LimitOrder(self.crudeoilwti.Symbol, 3, price-atr*5)
if confirmationtrend is True:
if rsi <= 25:
self.MarketOrder(self.crudeoilwti.Symbol, -3)
self.stoplossTicket = self.StopMarketOrder(self.crudeoilwti.Symbol, 3, price+atr*2)
self.takeprofitTicket = self.LimitOrder(self.crudeoilwti.Symbol, 3, price-atr*5)
if rsi >= 75:
self.MarketOrder(self.crudeoilwti.Symbol, 3)
self.stoplossTicket = self.StopMarketOrder(self.crudeoilwti.Symbol, -3, price-atr*2)
self.takeprofitTicket = self.LimitOrder(self.crudeoilwti.Symbol, -3, price+atr*5)
def OnOrderEvent(self, orderEvent):
if orderEvent.Status != OrderStatus.Filled:
return
if self.stoplossTicket is not None and self.stoplossTicket.OrderId == orderEvent.OrderId:
self.Transactions.CancelOpenOrders()
self.stoplossTicket = None
self.exitfilltime = self.Time
if self.takeprofitTicket is not None and self.takeprofitTicket.OrderId == orderEvent.OrderId:
self.Transactions.CancelOpenOrders()
self.takeprofitTicket = None
self.exitfilltime = self.Time
def ClosePositions(self):
self.Liquidate(self.crudeoilwti.Symbol)
self.Transactions.CancelOpenOrders()
AegeanFutures
This was resolved and answered through qc support email, please disregard
AegeanFutures
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