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If I change my percentage that I am multiplying by my close price to create my limit, it does not change the results of a backtest.
Taking 0.98 and changing to 0.99 should yeild a different result but is not. How can I fix this? New to Quantconnect and the tutorials didn't make stop losses click for me.
Thanks!
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Derek Melchin
Hi Gage,
The issue here is that the algorithm uses SetHoldings and explicit orders to manage positions. If the intention of
weight = self.SetHoldings("SPY", 0.99)is to calculate the number of shares to trade, we should use the CalculateOrderQuantity method instead.
See the attached backtest for the full solution. Also, consider reviewing our documentation and completing more Bootcamp lessons to get more familiar with our API.
Best,
Derek Melchin
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.
Gage Riley Coon
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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