I'm new to quantopian and all these trading stuff, my question may sound dumb to you, if needed I appreciate any link to basic related resources.
I have a continuous_future object, after doing some processing and deciding to sell or buy (with amount = 1) how can I make orders?
>> order(context.gc_future, 1)
UnsupportedOrderParameters: Passing non-Asset argument to 'order()' is not supported. Use 'sid()' or 'symbol()' methods to look up an Asset.
Hello Amir,
Continuous futures are not tradable assets, they simply provide a reference to the chain of consecutive contracts for a given underlying commodity or asset. To place orders, you will need to query the primary contract that the continuous future is currently pointing to. You will need to do the following:
primary = data.current(context.gc_future, 'contract')
order(primary, 1)
If you haven't already, I would recommend you checking out the Getting Started with Futures tutorial. It covers the basics of the Futures API and walks you through writing your first pairs trading algorithm.
I hope this helps.
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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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
