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Hello,
When running the MultipleSymbolConsolidationAlgorithm I notice that it does not execute any orders for any of the Forex pairs. The only thing changed in the algorithm between cloning it and running it was changing "iteritems()" to "items()". Could this somehow cause the forex data not to get passed on? Why does this algorithm not place an order for any of the forex pairs? Any help on this issue would be greatly appreciated.
Thanks!
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Michael Manus
by clicking on the statistics tab you would see 3 trades which after executing the backtest are:
Date Time Symbol Price Type Quantity Operation Status Tag2014-12-01 11:10:00 IBM $ 144.19010385 USD Market 1 Long Filled
2014-12-01 11:10:00 SPY $ 192.268567257 USD Market 1 Long Filled
2014-12-01 11:10:00 AAPL $ 108.91983552 USD Market 1 Long Filled
there is no logic inside :) only buy and hold
Johnny VanNuland
I see that those 3 trades were placed for the equity symbols and my question is why do no orders for the FOREX pairs go through?
The algorithm is set up so it should go long and hold for every symbol added, both forex and equity. In initialzie there was FOREX data added and none of FOREX trade orders get placed. It looks like this line "consolidator = TradeBarConsolidator(BarPeriod) if symbolData.Symbol.SecurityType == SecurityType.Equity else QuoteBarConsolidator(BarPeriod)" should take care of the discrepancies between the two symbol types, and all of data should be pushed into the same variable. and orders should be placed the same way after that. Why does this not place a long order for all of the FOREX symbols? Any help/explanation would be greatly appreciated!
Thank you!!
Michael Manus
probably because lot size to small
Successfully sent backtest request for 'Logical Black Salmon', (Compile Id: 149ccc8d957013b95b58508b9fd1ec3c-c108b327e0d013e9cee17746530dacb0)
10 | 09:49:18:
Launching analysis for 4b91c59e77e3de4f1a35a0e13a140bcd with LEAN Engine v2.4.0.1.3222
11 | 09:49:18:
Backtest Handled Error: Unable to submit order with id -10 which quantity (1) is less than lot size (1000).
12 | 09:49:20:
Algorithm-Id: 4b91c59e77e3de4f1a35a0e13a140bcd successfully sent to cloud.
13 | 09:49:23:
Backtest dep
Jared Broad
changed size and than:
taaaddaa
Johnny VanNuland
Aha. I understand, thanks a bunch!
Johnny VanNuland
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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