specifying a symbol for buy_new_highs public script

Comments

• shayne Posts: 70

  February 2017 edited February 2017

  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 Posts: 2

  February 2017 edited February 2017

  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.