Hi - I'm trying to build an algo that looks at the open and close price of the Monday candle every week. I've tried scheduling an event in but it doesn't work and shows a Runtime error when I try run it. It shows the below error;
Runtime Error: name 'Securities' is not defined
at MondayPerfCheck
Could anyone guide me in the right direction please?
# region imports
from AlgorithmImports import *
# endregion
# ------------------------------------------------------------
STOCK = "SPY"
# ------------------------------------------------------------
class CreativeFluorescentOrangeHornet(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 6, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
# Add Assets
self.stock = self.AddEquity(STOCK, Resolution.Daily)
# Schedule check for Monday's performance
self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday), self.TimeRules.At(20, 0), self.MondayPerfCheck)
def MondayPerfCheck(self):
monPerf = Securities[STOCK].Open - Securities[STOCK].Close
self.Log(str(Securities[STOCK].Open))
self.Log(str(Securities[STOCK].Close))
self.Log(str(monPerf))
def OnData(self, data):
pass
Many thanks
Vladimir
Ivanc
Try this way
If you are satisfied with my answer, please accept it and don't forget to like it.
Vladimir
Here is the code snippet from the backtest attached above
Vladimir
Backtest
Mcdawgzy
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