This is my first algorithm. dont really know any python, but i have been an investor in and out for the last 10 years. i still have a lot of ideas. This is for 'spy" last 12 years. please tell me what can i improve?.
ps i call it the Frankestein because i got bits and peaces from a few people.
ex. I want to buy when its oversold and sell when its overbought. and re invest profits 100% if its posible
Angel,
Great first algo! I'm a big fan of trading with overbought/sold signals, very elegant.
Check out my reply in this thread, it has some good resources to get started with.
Somethings you can improve upon that come to mind straight away:
Replace .mavg() with one call to history() and a Pandas, the module we use for data manipulations, call to mean().
prices = history(252, "1d", "price")
ma1 = prices[context.security].tail(50).mean()
ma2 = prices[context.security].tail(200).mean() Use order_target_percent, this means you don't have to do the calculations and means you have to write less lines of code.
order_target_percent(context.security, 1)
Finally, you compute these stochastic parameters and set them to variables but after you set them they are never used, except for logging, so I'm not sure what you are trying to do. Right now you just have a simple moving average algorithm.
I've attached the code and backtest with the changes suggested.
Happy coding!
James C
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.
TY!! i guess by having ma + stoch, i was trying to buy if both were true so i didn’t get false corrections? if that makes sense..
You're welcome! I understand your strategy, it makes sense, but in your code you set the variables stochval and stochsignal but they aren't used in you code to make any decisions.
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.
got it. thank you for the feed back. haven’t been this exited for something in a long time hehe (sorry to my kids )
Glad you're excited, stay tuned to the forums as there can be really enlightening threads. Also enter an algorithm into the Quantopain Open! Even if your algo doesn't win, it could still be considered for the Quantopian Crowdsourced Hedge Fund. We have a lot of resources on the site to help you develop great algorithms. If you need anymore help you can start a new thread, reply to this one, or email me.
Cheers
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.
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.