Hello All,
I am trying to create a very simple test algorithm which buys one share of "SPY" six trading periods after the price closes at 302.01 (this occurred on 7/26/2019). I am doing this just to try to understand the basics of coding in Python on QuantConnect. Here is my code:
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class OptimizedModulatedCoil(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 3, 20) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("SPY", Resolution.Daily)
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
self.closeWindow = RollingWindow[float](10)
self.closeWindow.Add(data["SPY"].Close)
testParm = self.closeWindow[6]
self.SetWarmUp(20, Resolution.Daily)
if not self.Portfolio.Invested and testParm == 302.01:
self.Buy("SPY", 1)
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...and here is the error message I keep recieving when I perform a backtest:
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Runtime Error: ArgumentOutOfRangeException : Index must be between 0 and 0 (entry 6 does not exist yet)
Parameter name: i
Actual value was 6.
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Any help that the community can offer will be greatly appreciated. I have created algorithms with Trading View's Pine Script language, but I am completely new to Quantconnect and Python.
Frank Norman
Go to the Bootcamp and take the brand new Rolling Window tutorial. It will show you that you need to define the RollingWindow in the initialize function, among other things.
Garrett Grow
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