It seems like every time I make an algorithm I break Quantopian. I'm pretty sure you can't have a return under -100%. Please tell me what I'm doing wrong.
Make sure you are not somehow leveraging and buying more than your initial capital amount. I see you are using order_target_percent which generally prevents that from happening, but you are just indicating to always use 5% of your capital as the parameter- if I had to guess, you have more than 20 stocks in your list at times, and are thus buying with more than 100% of your capital. Change that 5 to 1/len(context.long_secs.index) and see if that helps.
Hi Brandon,
If you pass a 5 as the second argument to order_target_percent, it will order up to a target of 500% of your portfolio value. You probably wanted 5% which would be 0.05. Check out this tutorial lesson on ordering for more info.
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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.