Hi, I am just getting started with quantopian. I decided to create my own moving average algorithm similar to the example. I wanted to create an algorithm that buys stocks where the 20 day moving average is greater than the 50 day moving average and sells the stock if the 20 day moving average is less than the 50 day moving average. I have attached the algorithm with the backtest. There seems to be a lot of volatility. Any tips on what I'm doing wrong or how to improve?
Thanks in advance!
This is a great example for the pipeline API and I expect it will be a little easier to debug. I've built the basic factors and filters you'll need in a research notebook so you can take a look at the output. This might be helpful as you look for improvements, but you can copy and past it into an algo if you like as well.
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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.
