Hey ,
Explanation of my algorithm.
The algorithm is basically a test to Overreaction hypothesis. It calculates returns as ((high-low)/low)*100
It then takes the value of returns for past 200 days and calculates its average and standard deviation.
If the previous day returns are more than average returns + standard deviation (that means the price has overreacted) it will buy or sell in the opposite direction of overreaction.
But since Quantopian only provides US stock market data I am unable to test the hypothesis on Indian and Chinese securities. Therefore I need to feed daily data through a csv file. Earlier I am using minutely back tests for US stocks but for Indian and Chinese stocks I will use daily mode(rather than minute mode because I only have daily data) . So if someone can change the code accordingly I will be grateful.