Backtest research - How to select one stock from my portfolio ?

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Backtest research - How to select one stock from my portfolio ?

posted Jul 14, 2018

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Hi,
I did my backtest and loaded it to my notebook. My backtest is focused on energy sector. I have several stock in it selected by this code:


def make_pipeline():  
    """  
    A function to create our dynamic stock selector (pipeline). Documentation  
    on pipeline can be found here:  
    https://www.quantopian.com/help#pipeline-title  
    """  
    base_universe = Q1500US()  
    sector = morningstar.asset_classification.morningstar_sector_code.latest  
    energy_sector = sector.eq(309)  
    base_energy = base_universe & energy_sector  
    dollar_volume = AverageDollarVolume(window_length=30)  
    high_dollar_volume = dollar_volume.percentile_between(95,100)  
    top_five_base_energy = base_energy & high_dollar_volume  
    return Pipeline({  
        'top_five_base_energy':top_five_base_energy  

        },screen=top_five_base_energy  
    )

How Can I select from backtest only one of my stocks and apply few tests on it? Like return, drawdown, trading frequency etc. I can see that kind of information only on my whole portfolio ( backTest.create_full_tear_sheet() )...

Thanks,
Michael

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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.