Hello,
I am trying to build a trading algo that trades stocks the day after earnings were released given a strong earnings close and a gap up in price the day of earnings.
I am running into the following problems that I just can't figure out on my own after spending an extensive amount of time.
- I was manually checking some of the earnings date releases that QC was inputting into the algo and I noticed that some of them (but not all) were wrong. If you check the log statements, for instance, 2021-09-14 00:00:00 stock AMRK has earnings on 2021-09-13 00:00:00. This is wrong, they had earnings after hours 2021-09-09. This is one of many examples.
- When I try to get the earnings day open/close/high etc. the values are incorrect, even if they have the wrong earnings date. For instance, check the debugger in the attached picture, these prices don't correspond with the real prices of AMRK on any of those days +2/-2 days after/before the earnings release
- Lastly, this is probably something I am doing wrong. But I can't figure out why all of my orders to buy are submitted at 12 am, is that just the norm if I submit orders in OnSecuritiesChanged? And I always get “Liquidated - Warning: No quote information available at 9/25/2021 00:00:00 America/New York, order filled using Tradebar data” on my sell orders
Any help would be greatly appreciated, I've been stuck on this for quite sometime
Louis Szeto
Hi Stelios
Best
Louis
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.
Stelios Sbilis
Thanks for the response Louis, regarding the previously mentioned issues:
Louis Szeto
Hi Stelios
Best
Louis
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.
Stelios Sbilis
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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