Hello everyone,
I am trying to run a backtest of my algorithm. But I am having issues with the calendar settings.
This is the error message I get "Pipeline is not yet supported on the Futures calendar. You can use Pipeline by switching to the US Equities calendar. If you would like to run an algorithm on the futures calendar, you will have to remove Pipeline from it".
From the tutorial on futures, I understand one could use US futures calendar even when your strategy entails US Equities.
I would deeply appreciate if anyone could go through and tell me where the problem lies.