Hi. I'm a very beginner to QuantConnect and to AlgoTrading.
I'm interested in learning/creating algorithms for short-term trading; My target is the brazilian stock exchange.
As far as I understood, I need minute-resolution brazilian data and I cannot obtain it neither from QuantConnect nor from Quandl sources for Google or Yahoo Finance. However, Yahoo Interactive chart api provides the data I need, and I wrote my own class importing it (based on the Quandl class).
1. Real data (excluding the null entries) comes in irregular intervals. Sometimes 1 minute, sometimes 3 or even 6. Is this a problem for QuantConnect framework?
2. Running a 1 month backtest, I wasn't able to use the ExponentialMovingAverage class provided by QuantConnect. The EMA throws a runtime error saying "this is a forward only indicator". What am I doing wrong? Data is sorted just like Quandl data.
3. As a temporary solution I implemented a separate Exponential Moving Average class based on the video tutorial (attached project). I see at least two issues:
3.1. Multiple Trades are happening at the same time. For example, 2015-06-19 20:07:00 has more than 10!
3.2. In the IDE Trades list (and in the STOCKPLOT chart), I can only see trades between 2015-06-01 and 2015-06-19, while in the downloaded trades list, I see trades along the whole tested period (attached backtest).
Help please! I really enjoy the idea of QuantConnect, but I'm not being able to do the very basic.
Thanks in advance
Dmitri Pavlenkov
Michael Handschuh
Pedro Nucci
Nicholas Stein
Pedro Nucci
Nicholas Stein
Pedro Nucci
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!