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Execution of moving average slope idea
Nikita Goldin
edited
Seeking Help Momentum

Hi guys,

This is my first code and I struggle with 2/3 entries.
The idea is to run a function at every schedule that loops through every stock, creates a normalized slope for its 200 day moving average and buys the highest (note: which is within 2 standard deviations of the mean of all slopes).

Problem #1: to calculate the slope of the MA, I need to get yesterdays MA in the loop. I use
moving_average_yesterday = moving_average.iloc[-1]
but this gives me an error. How can I go about it?

Problem #2: how do I tell in the order function to liquidate everything and buy full portfolio worth of the selected stock?

Would be very grateful for any help!

2 responses
John Stacy

Have some code to hard sell all shares (stock by stock).

Stick this in your if statement: 

number_of_shares = context.portfolio.positions[stock.sid].amount  
order(stock, -number_of_shares)
Nikita Goldin

Beautiful! Thank you John, I hope that solves one of the issues.

That's how my last two lines look now

number_of_shares = context.portfolio.positions[stock.sid].amount
order(stock, -number_of_shares)

order_percent(max_slope[1], 1)

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