Hi All!

I am new to Quantopian, I am trying to bring over some of development work ive done in Tradestation Easy Language and im having some trouble.

Can someone help tell me what is wrong with my source code for my algorithm?

I am trying to recreate a BB %B Strategy (http://georgepruitt.com/bollinger-b-function-for-tradestation/) I had made previously.

Any help would be greatly appreciated!

# This algorithm uses the talib Bollinger Bands function to determine entry entry  
# points for long and short positions.

# When the price breaks out of the upper Bollinger band, a short position  
# is opened. A long position is opened when the price dips below the lower band.

import talib  
import numpy as np  
import pandas as pd

# Setup our variables  
def initialize(context):  
    # SPY  
    context.spy = sid(8554)  
    schedule_function(rebalance, date_rules.every_day(), time_rules.market_open())

# Rebalance daily.  
def rebalance(context, data):  
    current_position = context.portfolio.positions[context.spy].amount  
    price=data.current(context.spy, 'price')  
    # Load historical data for the stocks  
    prices = data.history(context.spy, 'price', 25, '1d')  
    upper, middle, lower = talib.BBANDS(  
        prices,  
        timeperiod=20,  
        # number of non-biased standard deviations from the mean  
        nbdevup=2,  
        nbdevdn=2,  
        # Moving average type: simple moving average here  
        matype=0)  
 #   percentB =(data.current(sid(8554), 'price') - lower)/(upper  - lower)  
    ScaledPercentB = 100 * (price - lower)/(upper  - lower)  
        # If price is below the recent lower band and we have  
    # no long positions then invest the entire  
    # portfolio value into SPY  
    if ScaledPercentB < 0 and current_position <= 0 and data.can_trade(context.spy):  
        order_target_percent(context.spy, 1.0)  
    # If price is above the recent upper band and we have  
    # no short positions then invest the entire  
    # portfolio value to short SPY  
    elif ScaledPercentB > 100 and current_position >= 0 and data.can_trade(context.spy):  
        order_target_percent(context.spy, -1.0)  
    record(upper=upper[-1],  
           lower=lower[-1],  
           mean=middle[-1],  
           price=price,  
           position_size=current_position)

-Stevin