been playing around with basic algorithms, and i keep running into a lot of trouble with "deprecated" warnings for a simple moving average, basically having trouble figuring out how to write a simple moving average for 10 and 30 days in Quantopian 2.
I would really appreciate someone showing an example of how to apply the most recent moving average to a basic algorithm that that makes trades based on the crossover of 10 and 30 days. i attached a basic algo that uses the moving average which i am referring to.
basic moving average algorithm
Try this:
def initialize(context):
schedule_function(myfunc, date_rules.every_day(), time_rules.market_open(minutes = 15))
def myfunc(context, data):
stk = symbol('AAPL')
MovingAvg1 = data.history(stk, 'price', 10,'1d').mean()
MovingAvg2 = data.history(stk, 'price', 30,'1d').mean()
current_positions = context.portfolio.positions[stk].amount
if (MovingAvg1 > MovingAvg2) and current_positions == 0:
order_target_percent(stk, 0.25)
elif (MovingAvg1 < MovingAvg2) and current_positions != 0:
order_target(stk, 0)
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