I run the same algorithm in research platform and in back tester. In the research platform algorithm easily finds securities with a "score" > 1. However when I run the algo it back tester it never finds a security with "score" > 1.
How is that possible?
Here is a backtest. It onlys finds 1 security but if you play with research platform it will find many securities with "score" > 1.
Q support - why is that?
One thing is that you are using different price data. In the notebook you are taking about 2 years worth of history, and in the backtest you only specify 260 days of history. The second difference is that you are running the backtest at 9:32 AM each day and the research version is run on the close, so the last sample is different — for example, in the case of the backtest, you will take the 259 closes plus the close on the current minute, which is early in the day.
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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.
