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It seems that no trades are occurring, and I can't figure out why.

print "Buying:"
buyeach = math.floor(200 / len(buy))
print buyeach
for x in buy:
if x.sid in data:
order_value(x.sid, buyeach)
print x.sid

The output is working perfectly, and looks like this:

Buying:
5.0
Equity(2 [AA])
Equity(328 [ALTR])
Equity(455 [APC])
Equity(863 [BHP])
...

Buying:
5.0
Equity(2 [AA])
Equity(328 [ALTR])
Equity(455 [APC])
Equity(863 [BHP])
...and so on

1 response

Hi Sahil,

1.First let's check the trades are indeed not getting placed. Sometimes the eye can be deceived by looking at the equity curve -- if you have a large capital base and are placing a small number of trades, the total returns will be near 0 and not evident to the eye. You should run a full backtest and check the transactions details to confirm there are no trades.

  1. If this is indeed correct, try using the built-in debugger. You can set breakpoints (and conditional breakpoints) to inspect the variables in the middle of the backtest. Then you'll see why the buy order isn't getting triggered.

Good luck!

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