Hey Guys,
Just got started creating algorithms here and tweaked around with the sample algorithms given here on the site and got some pretty interesting results. I know that this is carries a ton of risk as seen in the metrics but just thought it would be cool to share.
Interesting Returns... 20000% (RE: Newbie Mistake)
It spent 1.3 billion and the returns value in the backtester does the calculation with an assumption that no more than the starting capital was utilized, disregards negative cash. I usually record context.portfolio.cash to keep myself in check along that line. Typically the sort of output above can be remedied roughly by skipping any bar/frame where orders are present (that's the line after def handle_data below). This needed more than that, so it has some additional code to help keep you limited to starting capital, and various options that some might find useful. PvR_Ret is a returns calculation based on profit versus risk that aims to provide a returns value only what was spent/risked no matter what the starting capital value is (same as the Quantopian returns below because amount spent close to the 1 million starting capital). Note you can click legend items in the custom chart to toggle them off/on, even here in the forums, to bring into scale whatever you're interested in, nice feature.
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