SPY Dollar Averaging

using System; using System.Collections; using System.Collections.Generic; namespace QuantConnect { using QuantConnect.Securities; using QuantConnect.Models; public partial class DollarCostAverageAlgorithm : QCAlgorithm, IAlgorithm { private string etf = "SPY"; private DateTime startDate = new DateTime(2009, 10, 01); private DateTime endDate = new DateTime(2010, 03, 31); private DateTime nextTradeDate = DateTime.MinValue; // Monthly Dollar Value to be used, say every month you have 1000 to invest. private decimal monthlyDollarValue = 1000; public override void Initialize() { SetRunMode(RunMode.Series); Resolution resolution = Resolution.Minute; nextTradeDate = startDate.AddDays(15); SetStartDate(startDate); SetEndDate(endDate); SetCash(SetupCapital(startDate, endDate)); AddSecurity(SecurityType.Equity, etf, resolution); } private decimal SetupCapital(DateTime startDate, DateTime endDate) { if (startDate.Date < endDate.Date ) { int months = (int) ((endDate.Date - startDate.Date).Days / 30); return (decimal) months * monthlyDollarValue * 10 ; } //Default 100,000 dollars, return (decimal) 100000.0; } private int Quantity(decimal price) { int quantity = (int) (monthlyDollarValue / price); return quantity; } public override void OnTradeBar(Dictionary securityData) { try { //trade in the on a midday if (Time.Date >= nextTradeDate.Date && Time.Hour >= 12) { // finally we will make our investment. Ho Ho HO Ho father christmas has arrived early. int quantity = Quantity(securityData[etf].Price); Order(etf, quantity); //symbol, quantity nextTradeDate = nextTradeDate.AddMonths(1); } return; } catch (Exception err) { Error("This is an error handler." + err.Message); } } } }

Hi, This is my code base. Dollar cost being 1000 Dollar per month say at 15th each month or soon after that. I get result fine for a small simulation day 4 months (simulation id: b1e60c72-3d4e-48db-a9dd-948dba8d084b). I have checked the trades, they seem to be fine. Anything longer simulation time seems not be working. The simulation ids are as follows: c1747beb-2f47-4de5-9e03-6d45b57a7b34 ae50851a-a685-4a04-beeb-39466b8f661d 097beabe-1652-49dc-a972-1a966c7cc985

Yeah I am taking slices of time. Any simulation that deals with data more than 6 months seem not to work, at least for this dollar coast average that I have listed above. Please feel free to copy/paste it and have a play with different start and end dates. Joyanta

Good catch, thank you. We pushed out code a little too fast last night and missed a bug ;) We'll patch this today -

cool cheers.

Cool done --> 1. Fixed the series bug. It was from the new dynamic scatter plotting, again only visual no backtests affected. 2. Fixed the bug restricting data from July 31st -> December 31st. Gustavo is finishing the charting tonight. Now will add the daily update server so data is always current until yesterday... Series analysis take too long I think so perhaps we'll work on some optimization there as well. At least now you'll get dynamic beautiful charts while the results stream in.