Dear all,
In my strategy: my portfolio rebalances at the start of each month 5 min after SPY market opens. I aim to include a position in VXX when I rebalance the portfolio but when I run the backtest, i get the following error:
Backtest Handled Error: VXX: The security does not have an accurate price as it has not yet received a bar of data. Before placing a trade (or using SetHoldings)
Can someone advise me on how best to fix this issue. Thank you.
John Fogel
my start date for the backtest was Jan 1 2018
Derek Melchin
Hi Ethan,
Please attach a backtest which demonstrates the issue. It'll be easier to debug that way.
Best,
Derek Melchin
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John Fogel
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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