specifying a symbol for buy_new_highs public script

ChessPoker

When I specify one symbol (e.g. SPY) for the public buy_new_highs script, there are no trades. Why?

shayne

ChessPoke -

There could be a couple of directly related issues -

• did it meet the symbol qualifications:

    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        if md.stat.avol < 100000:
            return False
        else:
            return True

I assume yes

• depending on the date, it would need to meet these conditions:

        ### Entry
        if ( new_high 
             and self.stage == 0
             and service.system_time > self.start_time 
             and service.system_time > ( self.last_high_time + service.time_interval( minutes=10 ) ) 
             and self.pullback < self.stop_tail ):

Make sense? We would need to know the exact day or days in question.

ChessPoker

I ran a backtest for SPY for February 2017 and there are no trades. I did this two ways. Once by selecting 'Use Specific Symbols' and specifying SPY, and the other way was by modifying is_symbol_qualified:

@classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        if symbol!='SPY' or md.stat.avol < 100000:
            return False
        else:
            return True

Neither method yielded any trades. It seems like SPY is not in the data feed.