Hi there,

I'm pretty new to quantconnect and algo trading. I've ran some backtestes and I'd like to use it for paper trading but  I'm wondering about this 2 lines:

 

            SetStartDate(2015, 11, 4);
            SetEndDate(2016, 11, 4);

 

Do I need to remove them? Will the algo start trading as soon it's deployed or do I need to change any code to move it from backtesting to live trading? Here's the compelte code ( it's small compared to other algos)
 

//Copyright Warren Harding 2016. //Use entirely at your own risk. //Custom algorithm development: warrencharding@yahoo.com. //Do not remove this copyright notice. using System; using System.Collections.Generic; using QuantConnect.Data.Market; using QuantConnect.Orders; using QuantConnect.Orders.Fees; using QuantConnect.Orders.Fills; using QuantConnect.Orders.Slippage; using QuantConnect.Securities; namespace QuantConnect { public class Algo4 : QCAlgorithm { //You can adjust this first set to optimize. int maPeriod = 60; int rsiPeriod = 3; decimal rsiBuyCutoff=50; decimal rsiSellCutoff=50; decimal lowerBandRatio=0.9m; decimal upperBandRatio = 1.1m; //decimal maximumTrade=25000; decimal maximumTrade=2500; decimal minimumTrade = 1000m; //Your broker is going to hate you if you set these too low as it will result in large amounts of unfilled //order cancellations. It bogs down LEAN as well. int barsToHoldBuyOrdersFor=0; int barsToHoldSellOrdersFor=0; Resolution resolution = Resolution.Daily; decimal ratioOfDollarVolumeForMaxTrade; Dictionary<string,RelativeStrengthIndex> rsisBuy=new Dictionary<string,RelativeStrengthIndex>(); Dictionary<string,RelativeStrengthIndex> rsisSell=new Dictionary<string,RelativeStrengthIndex>(); Dictionary<string,ExponentialMovingAverage> movingAverages=new Dictionary<string,ExponentialMovingAverage>(); Dictionary<string,OrderTicket> buyOrders=new Dictionary<string,OrderTicket>(); Dictionary<string,int> buyOrderCounts = new Dictionary<string,int>(); Dictionary<string,decimal> buyOrderPrices = new Dictionary<string,decimal>(); Dictionary<string,OrderTicket> sellOrders=new Dictionary<string,OrderTicket>(); Dictionary<string,int> sellOrderCounts = new Dictionary<string,int>(); public override void Initialize() { //SetStartDate(2011, 9, 30); //SetEndDate(2016, 9, 30); SetStartDate(2015, 11, 4); SetEndDate(2016, 11, 4); SetCash(10000); //SetCash(100000); //s&p 500, by sorted by volatility //string tickersString ="CHK,DO,ENDP,MUR,SWN,FCX,RIG,NRG,MRO,NEM,RRC,CF,MU,APA,VRTX,FOSL,APC,WDC,DVN,MOS,FTR,MNK,VIAB,WYNN,UAL,FSLR,TSO,NFX,HP,HES,NAVI,AAL,SIG,ALXN,STX,SWKS,MPC,NOV,URI,NBL,QRVO,WMB,HOG,JWN,DAL,OI,PXD,OKE,MYL,NVDA,RCL,CXO,TGNA,COG,XEC,HPE,ETFC,EOG,KSS,GPS,REGN,HRB,HAL,AVGO,PRGO,BHI,UA,M,ADS,CSC,URBN,KMI,AA,COP,PYPL,KORS,LUV,EQT,VLO,FTI,FMC,DISCA,JCI,LNC,SE,ALK,NUE,VMC,AMG,AES,LEN,CNC,SPLS,WRK,BWA,HAR,TDC,CBG,GT,R,KMX,HST,ZION,ALB,AN,TIF,RF,CBS,CMG,NFLX,MLM,DISCK,SCHW,LM,EXPE,BBBY,DHI,COH,VRSN,ILMN,FLS,DLPH,JNPR,PHM,NTAP,MAR,FTV,CFG,CHTR,TRIP,NWSA,BAC,BEN,AMAT,AGN,MET,YHOO,HCP,MS,ADSK,WHR,HPQ,WY,BIIB,KEY,VTR,LYB,CMA,VFC,LUK,LRCX,DLR,DG,LB,CELG,AIV,RL,PVH,AYI,MCK,ULTA,IVZ,ATVI,MJN,CCL,IR,SNI,IPG,FITB,FFIV,UNM,HCA,BBY,HBAN,SYF,SLG,ESS,KR,DLTR,DUK,FE,BMY,TAP,KSU,O,EQIX,LVLT,C,GRMN,MCHP,GWW,PWR,PDCO,EXR,MAS,CNP,SYMC,FLR,CRM,BF-B,STI,SCG,HCN,CSX,FOXA,IP,HOLX,VNO,PLD,EQR,KLAC,GGP,WFC,AKAM,UHS,UDR,CTL,PKI,NI,JEC,GPN,NWL,BSX,MDLZ,SEE,CTSH,SRCL,ADI,SRE,IRM,COF,PBI,AAPL,DOV,PRU,CMI,PNR,GM,GS,WFM,MAT,FBHS,HBI,EA,CTXS,PEG,JBHT,PCAR,RHT,AVB,OXY,STT,PSA,EMN,AMP,PFG,ANTM,WLTW,CCE,MAC,LNT,NSC,KIM,F,MON,XYL,RAI,TSCO,MNST,HRL,PPL,EW,LKQ,MTD,ETR,AZO,EBAY,KHC,FAST,DTE,HIG,AWK,NKE,SPGI,SYK,SLB,TSS,NEE,GILD,XRX,BLK,PNC,INTC,EXC,CCI,CERN,AEE,ETN,XRAY,ACN,FL,AAP,MCO,ESRX,ABT,CPB,ALLE,GPC,BK,CAH,GIS,LEG,XEL,WEC,DD,DGX,TXN,CMS,WAT,BXP,UNP,QCOM,ADM,WYN,FRT,ABC,AXP,AMT,HAS,NTRS,TDG,SPG,CVX,FDX,TWX,CHRW,XLNX,CA,RHI,PBCT,BAX,PNW,ES,T,EMR,CI,AMGN,DNB,TMO,DRI,BBT,CAT,ROK,MHK,WBA,TXT,ED,PSX,CME,ROST,PH,EIX,TSN,A,TGT,ZBH,HOT,PCG,AEP,LOW,TROW,PPG,PCLN,D,SHW,STZ,XL,CAG,DVA,XOM,MTB,HSIC,ABBV,BA,ADBE,ROP,ITW,HRS,PX,VZ,MRK,LH,PG,VAR,PM,BCR,L,SYY,LLY,HSY,SJM,TEL,DFS,MSFT,BDX,WU,FB,CSCO,UTX,AIZ,APD,NDAQ,DE,SO,JPM,NLSN,AET,OMC,FLIR,ORCL,UNH,FISV,IBM,EXPD,HD,AMZN,DHR,CMCSA,DOW,EFX,ISRG,LLL,FIS,MO,HON,HUM,COST,INTU,PAYX,SBUX,MKC,COL,CHD,CTAS,ECL,ZTS,AIG,PFE,AVY,PGR,USB,AME,BLL,APH,K,CVS,SNA,CINF,YUM,GD,TJX,EL,MDT,ORLY,WMT,DPS,ADP,MA,GE,GLW,ICE,GOOGL,CLX,SWK,KMB,GOOG,AFL,TRV,AON,RSG,VRSK,BRK-B,IFF,MSI,RTN,DIS,MMC,LMT,KO,STJ,TMK,V,CL,NOC,PEP,MCD,MMM,WM,ALL,UPS,JNJ,LLTC"; //string tickersString ="FB,GOOG,NFLX,AMZN"; string tickersString ="CHK,DO,ENDP,MUR,SWN"; string[] tickers = tickersString.Split(new string[1] { "," }, StringSplitOptions.RemoveEmptyEntries); foreach (string ticker in tickers) { AddSecurity(SecurityType.Equity,ticker,resolution); } foreach (Security s in Securities.Values) { s.FeeModel=new CustomFeeModel(); movingAverages.Add(s.Symbol,EMA(s.Symbol,maPeriod,resolution)); rsisBuy.Add(s.Symbol,RSI(s.Symbol,rsiPeriod,MovingAverageType.Exponential,resolution)); rsisSell.Add(s.Symbol,RSI(s.Symbol,rsiPeriod,MovingAverageType.Exponential,resolution)); } //Be careful adjusting this next one, too high of a setting will result in unrealistically large //purchases being made with no regards for slippage. if (resolution == Resolution.Daily) { ratioOfDollarVolumeForMaxTrade = .25m / 6.5m / 60m; } else { ratioOfDollarVolumeForMaxTrade = .25m; } } public void OnData(TradeBars data) { Buy(data); Sell(data); } public void Buy(TradeBars data) { CancelBuyOrders(); int quantity = 0; decimal maxTrade; OrderTicket orderTicket; decimal buyPrice; foreach (TradeBar bar in data.Values) { if (Portfolio.Cash - SumBuyOrders(buyOrders,buyOrderPrices) < minimumTrade) { break; } if (!Portfolio[bar.Symbol].HoldStock & movingAverages[bar.Symbol].IsReady) { maxTrade=bar.Close*bar.Volume*ratioOfDollarVolumeForMaxTrade; if (maxTrade>maximumTrade) { maxTrade=maximumTrade; } quantity =(int)Math.Floor(Math.Min(Portfolio.Cash-SumBuyOrders(buyOrders,buyOrderPrices), maxTrade) / bar.Close); quantity=RoundLot(quantity); if (quantity * bar.Close > minimumTrade & quantity > 0) { if (buyOrders.ContainsKey(bar.Symbol) == false) { buyPrice=movingAverages[bar.Symbol]*lowerBandRatio; if (bar.Close<buyPrice & rsisBuy[bar.Symbol]>rsiBuyCutoff) { buyPrice=bar.Close; orderTicket = LimitOrder(bar.Symbol, quantity,buyPrice); buyOrders.Add(bar.Symbol,orderTicket); buyOrderCounts.Add(bar.Symbol,0); buyOrderPrices.Add(bar.Symbol,buyPrice); } } } } } foreach (string key in buyOrderCounts.Keys.ToList()) { buyOrderCounts[key] = buyOrderCounts[key] + 1; } } public void Sell(TradeBars data) { CancelSellOrders(); decimal sellPrice; TradeBar bar; OrderTicket orderTicket; foreach (SecurityHolding stock in Portfolio.Values) { if (Portfolio[stock.Symbol].Quantity > 0 & data.ContainsKey(stock.Symbol)) { bar = data[stock.Symbol]; if (sellOrders.ContainsKey(stock.Symbol)==false) { sellPrice = movingAverages[stock.Symbol] * upperBandRatio; if (bar.Close>sellPrice & rsisSell[stock.Symbol]<rsiSellCutoff) { sellPrice=bar.Close; orderTicket = LimitOrder(stock.Symbol, -Portfolio[stock.Symbol].Quantity, sellPrice); sellOrders.Add(stock.Symbol,orderTicket); sellOrderCounts.Add(stock.Symbol,0); } } } } foreach (string key in sellOrderCounts.Keys.ToList()) { sellOrderCounts[key] = sellOrderCounts[key] + 1; } } public void CancelBuyOrders() { string[] symbols=buyOrders.Keys.ToArray(); foreach (string symbol in symbols) { if (buyOrderCounts[symbol]>barsToHoldBuyOrdersFor) { buyOrders[symbol].Cancel(); buyOrders.Remove(symbol); buyOrderCounts.Remove(symbol); buyOrderPrices.Remove(symbol); } } symbols=buyOrders.Keys.ToArray(); foreach (string symbol in symbols) { if (buyOrders[symbol].Status == OrderStatus.Filled) { buyOrders.Remove(symbol); buyOrderCounts.Remove(symbol); buyOrderPrices.Remove(symbol); } } } public void CancelSellOrders() { string[] symbols=sellOrders.Keys.ToArray(); foreach (string symbol in symbols) { if (sellOrderCounts[symbol]>barsToHoldSellOrdersFor) { sellOrders[symbol].Cancel(); sellOrders.Remove(symbol); sellOrderCounts.Remove(symbol); } } symbols=sellOrders.Keys.ToArray(); foreach (string symbol in symbols) { if (sellOrders[symbol].Status == OrderStatus.Filled) { sellOrders.Remove(symbol); sellOrderCounts.Remove(symbol); } } } public static decimal SumBuyOrders(Dictionary<string,OrderTicket> buyOrders, Dictionary<string,decimal> buyOrderPrices) { decimal sum=0; foreach (string key in buyOrders.Keys.ToList()) { sum += buyOrders[key].Quantity * buyOrderPrices[key]; } return sum; } public static int RoundLot(int inOddLotQuantity) { decimal inQuantity = (decimal)inOddLotQuantity; if (inQuantity > 2000000) { decimal small = inQuantity / 1000000; small = Math.Floor(small); return (int)(small * 1000000); } if (inQuantity > 200000) { decimal small = inQuantity / 100000; small = Math.Floor(small); return (int)(small * 100000); } if (inQuantity > 20000) { decimal small = inQuantity / 10000; small = Math.Floor(small); return (int)(small * 10000); } if (inQuantity > 2000) { decimal small = inQuantity / 1000; small = Math.Floor(small); return (int)(small * 1000); } if (inQuantity > 200) { decimal small = inQuantity / 100; small = Math.Floor(small); return (int)(small * 100); } if (inQuantity > 20) { decimal small = inQuantity / 10; small = Math.Floor(small); return (int)(small * 10); } return inOddLotQuantity; } } public class CustomFeeModel : IFeeModel { public decimal GetOrderFee(Security security, Order order) { decimal fee = order.AbsoluteQuantity*0.01m; if (fee<5) { fee=5; } if (fee>10) { fee=10; } return fee; } } }