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I have been working (unsuccessfully for some time) on trying to put together a simple algo that first selects symbols from a universe and then for each symbol retrieves n-number of past bars to apply trading rules to. I am working on daily data. I have looked at the multisymbol consolidation program, i have tried using the history function but have learned the rolling window technique is the preferred method to do this. In all cases i can not retrieve the past bars. I would think that this is a basic way to select and operate on symbols. If anyone has done this before, or has a sample, I would greatly apprecate if you could share the technique. I have a simple tester that i have been trying to get to work below. Thanks Frank
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Frank Giardina
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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