Hello everyone,

I have just taken the code from:

 

https://www.quantconnect.com/tutorials/strategy-library/momentum-effect-in-country-equity-indexes

 

and tested. It looks it work.

Then I have tried to change to these assets: ["VTI", "SPY", "TLT", "EFA", "EEM", "PUTW", "EMB"]

I think they are all ETF. When I try to backetest online I am getting the folloiwng error:

Backtest Handled Error: The order quantity for PUTW cannot be calculated: the price of the security is zero.

I can't understand the reason. They are all ETF right?

I need your support. Thanks.