I'm assuming my results are mostly luck, and have very little to do with anything fancy I did (although 250% return in 5 years is not too shabby).
Nice algo! I'm curious, could you explain why you have a warm-up period? What data is the algo accumulating here?
If you need a trailing window of prices, use the history() function. This will have the price data available on the first bar the algo starts trading.
So you could do:
prices = history(60, '1d', 'price') Then to get a specific stock's price history you can index into the dataframe by doing,
stock_price = history(60, '1d', 'price')[stock] Disclaimer
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I was completely unaware of the history() function. With that, the warmup period is completely unnecessary.
Thank you!
I'm definitely new to a lot of these concepts, but I'm enjoying experimenting on quantopian to see if I can apply what I'm learning.
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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.