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Algorithm Gone Haywire !

My algorithm is a test to overreaction hypothesis. It checks the stocks that overreacted yesterday and takes an opposite position . It equally allocates the portfolio to the overreacted stocks. I tested this algorithm with 50 stocks first and the algorithm was stable. But now it is giving crazy results. Please help.

3 responses

This backtest worked just fine.

Make sure you test with default IB commissions too

How can I use set_universe in my algo ? Need some help in making changes.