Hello,
I'm struggling with schedule_function,
For ex. I want each Friday to buy AAPL and sell at each Monday.
So by using schedule_function, i order stock by order_target_percent. But at backtest shows that order executed at next days or after few days.
Problem at schedule_function or at order_target_percent ??
A couple factors might be in play here (without examining your trades):
1) looks like you used daily mode for running the backtest. Try minutely mode. Daily mode will be going away once Quantopian 2 is the primary infrastructure. Daily mode simulates a single bar each day.
2) be aware of the concept of slippage. By default, our slippage model could simulate the orders being spread out over multiple bars. In your case, because you're using daily mode, the slippage could spread out over many days because slippage on illiquid stocks might spread out an order over many bars.
the help documentation should help you understand the slippage.
good luck,
Josh
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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.
