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I was working on multiple charts, and attempted to create both a forex and equity chart with holdings in the same code. It doesn't seem to work. Very simple test.
public override void Initialize()
{
SetStartDate(2010, 05, 03);
SetEndDate(2015, 04, 30);
AddSecurity(SecurityType.Forex, "AUDUSD", Resolution.Minute);
AddSecurity(SecurityType.Equity, "MSFT", Resolution.Minute);
}
public void OnData(TradeBars data)
{
if (!Portfolio.Invested)
{
SetHoldings("AUDUSD", -0.75m);
SetHoldings("MSFT", 0.05m);
}
}
Seems to only contain Forex data. I've swapped the AddSecurity and SetHoldings in testing and it always seems to only come back with Forex data.
Peter Harley
Tadas Talaikis
Jared Broad
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.
Michael Handschuh
foreach(var symbol in Securities.Keys) { if (!Portfolio[symbol].Invested) SetHoldings(symbol, 1/(decimal)Securities.Count); }Peter Harley
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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