Hi there,

I am having a weird issue with my quantconnect csharp script. It generally runs fine but what I find is that a bit later on in the time frame it throws an error that expiry dates don't match. I codded this so that it only does put spreads at the same expiry.

Do you know how I can fix this or mitigate the issue so it finds the right contracts with the same expiry? 
Do you know why my stop losses are not working? 

 

Author

Rajats179

November 2020