Put any initialization logic here. The context object will be passed to
the other methods in your algorithm.
def initialize(context):
context.stocks = symbols('XLY', # XLY Consumer Discrectionary SPDR Fund
'XLF', # XLF Financial SPDR Fund
'XLK', # XLK Technology SPDR Fund
'XLE', # XLE Energy SPDR Fund
'XLV', # XLV Health Care SPRD Fund
'XLI', # XLI Industrial SPDR Fund
'XLP', # XLP Consumer Staples SPDR Fund
'XLB', # XLB Materials SPDR Fund
'XLU') # XLU Utilities SPRD Fund
def handle_data(context, data):
for stock in context.stocks:
ma1 = data[stock].mavg(50)
ma2 = data[stock].mavg(200)
price = data[stock].price
if ma1 > ma2:
order_target_percent(stock, 0.11)
elif ma1 < ma2:
order_target_percent(stock, -0.11)
