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Hi, I've been trying to post my entire code in a backtest b/c I could use some assistance but I can't even get it to build yet. Could someone please assist me with errors I am getting with this line of code preventing me from building my algo. Thanks!
if(!Portfolio["EURUSD"].Invested and currentPrice > smaDaily and totalTime == 0)
// Errors I'm getting on this line: ) expected
// Embedded statement cannot be a declaration or labeled statement
// ; expected
// Invalid expression term '>'
Matthew Martin
If you are writing in C# logical "and" in your if statement is & or &&, not the word "and".
& allows short circuit evaluation. Most of the time people mean &&. If you are unsure, most of the time use &&.
John Nellman
Ahhh, thank you, silly mistake. That will help me focus on the bigger problems with my code. Thanks for taking the time to look!
Matthew Martin
No problem. I need to correct myself though so wrong information is not propagated.
&& is short-circui evaluation
& evaluates both sides
opposite of my first post.
https://docs.microsoft.com/en-us/dotnet/csharp/language-reference/operators/conditional-and-operator
Quant Trader
You can best download Visual Studio and then code there and then copy-paste back as you need data. This is a bit tedious, but it will speed up with avoiding typo's. Microsoft's intellisense will also suggest how to fix your code at some points.
John Nellman
Thank you for the responses!! I have been struggling for days on this. I was hoping to use it to learn. Since I can't get it even ready to backtest could someone copy and past the code I have attached here into their editor and give me some pointers. The logic was suppose to be: If uninvested, buy if above SMA, sell if below SMA. Set a profit target, if it hits re-enter trade according to SMA position. When trade initiated it starts a timer, which is main variable, number of days, in this case 10. If profit target hasn't been reached in 10 days, trade is closed, all profit orders cancelled. Then it re-opens base on SMA again and gets a new 10 days. etc.
namespace QuantConnect { public class TimeBasedAlgo : QCAlgorithm { public override void Initialize() { SetStartDate(2017, 1, 1); SetEndDate(2018, 1, 1); SetCash(5000); SetBenchmark("SPY"); SetBrokerageModel(BrokerageName.OandaBrokerage); AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick); SetWarmUp(TimeSpan.FromDays(7)); var smaDaily = SMA("EURUSD", 24, Resolution.Hour); var dayCount = TimeSpan.FromDays(10); var tradeTime = 0; var totalTime = 0; var currentPrice = 0; var longTrade = MarketOrder("EURUSD", 10000); var shortTrade = MarketOrder("EURUSD", -10000); var longProfitTarget = LimitOrder("EURUSD",20, 20); var ProfitTarget = LimitOrder("EURUSD",-20, 20); } public override void OnData(Slice data) { if(!Portfolio["EURUSD"].Invested & currentPrice > smaDaily & totalTime == 0) { longTrade; longProfitTarget; totalTime = tradeTime + dayCount; Log("Purchased EURUSD on " + Time.ToShortDateString()); } if (!Portfolio["EURUSD"].Invested && currentPrice < smaDaily && totalTime == 0) { shorTrade; shortProfitTarget; // totalTime = tradeTime + dayCount; Log("Sold EURUSD on " + Time.ToShortDateString()); } if (Portfolio["EURUSD"].IsLong && totalTime > 10 ) { shortTrade; List<OrderTicket> cancelledOrders = Transactions.CancelOpenOrders("EURUSD"); // I think totalTime = 0; Log("Closed Long Trade " + Time.ToShortDateString() + "and cancelled all orders"); } if (Portfolio["EURUSD"].IsShort && totalTime > 10 ) { longTrade; List<OrderTicket> cancelledOrders = Transactions.CancelOpenOrders("EURUSD"); totalTime = 0; Log("Closed Short Trade " + Time.ToShortDateString()) + "and cancelled all orders"; } } } }John Nellman
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