Hi, I'm new to python, and i'm trying to get started with a basic pullback strategy looking for dips in SPY that will trigger a buy for the UPRO 3xETF.
Here is my code, I am getting an execution timeout and I don't know why:
import talib
def initialize(context):
context.security = symbol('SPY')
context.security = symbol('UPRO')
Will be called on every trade event for the securities you specify.
def handle_data(context, data):
current_price = data.current.price
current_high = data.current.high
sma20 = data[context.security].mavg(20)
sma200 = data[context.security].mavg(200)
spy_rsi = talib.RSI(current_price, timeperiod=2)[-1]
current_positions = context.portfolio.positions[symbol('UPRO')].amount
cash = context.portfolio.cash
if (spy_rsi<10 and current.high>sma200) and current_positions == 0:
number_of_shares = int(cash/current_price)
order(context.security.upro, number_of_shares)
log.info('Buying shares')
elif (spy_rsi>85 and current.high>sma20 or rsi>80 and current.high<sma200) and current_positions != 0:
order_target(context.security.upro, 0)
log.info('selling shares') 