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I am using the following code to see if I am long or short in a futures trade for "NQ":
def _in_long_position(self):
return (self.Portfolio["NQ"].Quantity > 0)
def _in_short_position(self):
return (self.Portfolio["NQ"].Quantity < 0)
def _is_flat(self):
return (self.Portfolio["NQ"].Quantity == 0)However, I am getting the following error: Runtime Error: Exception : This asset symbol ( ) was not found in your security list.
When trading futures, we trade a specific contract (like NQH19). Which symbol are we supposed to use, "NQ" or "NQH19" (obtained from self.front_contract.Symbol)? Or is teh symbol really "/NQ" or somthing like that?
Jack Simonson
Hi Marc,
I would suggest that you use the specific contract symbol, but you could also filter self.Portfolio.Keys for all contracts prefixed with "NQ" if you don't know the specific ones. Additionally, you can use the IsLong and IsShort attributes for securities to check the direction of your positions (self.Securities[symbol].Invested can also replace the last check you've written above -- you can read more about these here).
Marc Ilgen
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