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How to call method beforeMarketOpen 10 mins before market open every day
Is below correct way to implement ?
self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen("SPY", -10) , self.BeforeMarketOpen)
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Mia Alissi
Yes, your implementation is correct. The
self.Schedule.Onmethod is used to schedule a function to run at specific times. In your case, you are scheduling theBeforeMarketOpenmethod to run 10 minutes before the market opens every day. Here is the correct implementation in Python:In this code:
self.DateRules.EveryDay("SPY")specifies that the event should happen every day that the SPY is trading.self.TimeRules.AfterMarketOpen("SPY", -10)specifies that the event should happen 10 minutes before the market opens.self.BeforeMarketOpenis the method that will be called at the specified time.Remember to define the
BeforeMarketOpenmethod in your algorithm.Sources:
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.
Dharmesh Khalasi
Thanks for quick response. how often onData method is being called ?
Mia Alissi
The
OnDatamethod is called every time new data comes into your algorithm. The frequency at whichOnDatais called depends on the resolution of the data you've subscribed to.For example, if you've subscribed to minute-level data,
OnDatawill be called every minute when there is new data for the assets you're trading. If you've subscribed to daily data,OnDatawill be called once a day when the new data is available.However, it's important to note that
OnDatacan be called even if there is no new data. This is the default behavior when fill-forward is enabled for your asset. In this case,OnDatawill be called regularly at the interval of your data resolution, even if there was no new data.Sources:
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.
Dharmesh Khalasi
I have not specified any Resolution in my below code, what is default resolution
self.algorithm.AddEquity(symbol)
Mia Alissi
If you do not specify a resolution when adding an equity using
self.AddEquity(symbol), the default resolution is set to Minute. This means that new data will be sent to your algorithm every minute during market hours.Here is the code snippet:
In this case, "SPY" is the symbol for the asset, and since no resolution is specified, it defaults to Minute resolution.
Sources:
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.
Dharmesh Khalasi
I want to schedule to call stop-out tracker at the beginning of each month. Is below implementation correct?
Mia Alissi
Yes, your implementation is correct. The
self.Schedule.Onmethod is used to schedule a function to run at specific times. In your case, you are scheduling thereset_monthly_stop_out_trackermethod to run at the market open on the first trading day of each month. Here is the correct implementation in Python:In this code:
self.DateRules.MonthStart("SPY")specifies that the event should happen on the first trading day of the month for the SPY.self.TimeRules.AfterMarketOpen("SPY", 0)specifies that the event should happen right at the market open.self.reset_monthly_stop_out_trackeris the method that will be called at the specified time.Remember to define the
reset_monthly_stop_out_trackermethod in your algorithm.Sources:
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.
Dharmesh Khalasi
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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