My algorithm wont run through.
It gives me this message.
KeyError: Equity(5513, symbol=u'NVR', asset_name=u'NVR INC', exchange=u'NEW YORK STOCK EXCHANGE', start_date=Timestamp('1993-01-04 00:00:00+0000', tz='UTC'), end_date=Timestamp('2015-11-05 00:00:00+0000', tz='UTC'), first_traded=None)
You were on the right track!
On line 112, you requested the stock's price, but not all stocks trade every single minute. The algo hit an error when it asked for a stock's price when it didn't have data. To fix it, I added a small guard:
if stock in data:
short_buy=context.portfolio.positions[stock].amount
price=data[stock].price Also looks like prices and prices_l are identical calculations (is this intentional?) so I made them equivalent.
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Thanks Alisa,
I appreciate you taking your time too look at my code. Regarding price and price_l, I thought you had to use a different price history for each talib indicator. Thank you for clearing that up for me.
Do you have any advice towards how I could improve my backtest? I see my portfolio is never filled completely with orders, so I am always under-leveraged when I am trading. Also I am not sure whether to get rid of the short selling.
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.