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The candles of the next day don't start where the candle of the previous day closed even though the portfolio should be flat overnight.
I'm new here, so I might be doing this incorrectly, but my understanding of this code is that I have scheduled the algo to buy some SPY 10 min after the market opens and sell it all 15 min before the market closes. When I check the trade log after the backtest, this seems to be the case, but still the daily candles don't pick up where they left off.
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Jared Broad
impossible.
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.
Matt B
Is there a way I can manually check the opening and closing equity of each day after the backtest is over? I just want to set my mind at ease.
Yujun Tang
One way is to create an event at the start and end of each day to log the opening and closing equity.
Matt B
That is a great idea! Thank you!
Alexandre Catarino
Please keep in mind that price logging is forbidden.
You can log a couple of prices to set your mind at ease, but please avoid extensive price logging.
Matt B
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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