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Buy/Sell MA30
Alex Last
posted Jun 1, 2015

I'm running a simple strategy that buys shares when the Current Price > -1.005*MA30, and does the opposite when the current price is less than -1.005*MA30.

I have set the order target to 0 shares when the price is less than the -1.005*MA30, but can't figure out why only a small portion of the shares are sold at that point, and then rebought.

What I am trying to do is have 100% of allocated share value purchased when the price is greater than the MA, and have 100% sold when price is less than the MA.

If someone could help me find the error I'd appreciate it.

Thanks

2 responses
Gus Gordon
Jun 8, 2015

Hey Alex,
You're comparing the current price to a negative number, -1.005*average_price30. Therefore the price is always larger than the number, so your first if statement is always true. Maybe you meant to use something else?

Also, the reason you're seeing all these little buys and sells is because the price of the stock changes, and so does the value of your shares. So because the first if statement is always true, you're constantly targeting $1M, and there are always little transactions to adjust your position to as close to $1M as it can get.

Does that help?

Gus

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lets make america great again
Jun 9, 2015

order_target_percent is easier if you want to work with percentages

0.5% < 30 day sma would be 0.995*average_price30

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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.