In attempt to add an additional stock, I made this. Not sure if it's the best logic. Any feedback would be appreciated.
import talib
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stock1,stock2, bond = symbol('AMZN'),symbol('AAPL'), symbol('TLT')
Fast, Slow, Sig = 12, 26, 9
def initialize(context):
schedule_function(trade, date_rules.every_day(), time_rules.market_open(hours=1))
def trade(context,data):
bars = Fast + Slow + Sig
prices1 = data.history(stock1, 'price', bars, '1d')
prices2 = data.history(stock1, 'price', bars, '1d')
macd1, signal, hist = talib.MACD(prices1, Fast, Slow, Sig)
macd2, signal, hist = talib.MACD(prices2, Fast, Slow, Sig)
if macd1[-1] > signal[-1]:
order_target_percent(stock1, 0.5)
order_target_percent(bond, 0.0)
elif macd1[-1] < signal[-1]:
order_target_percent(stock1, 0)
order_target_percent(bond, 0.5)
if macd2[-1] > signal[-1]:
order_target_percent(stock2, 0.5)
order_target_percent(bond, 0.0)
elif macd2[-1] < signal[-1]:
order_target_percent(stock1, 0)
order_target_percent(bond, 0.5)
record(macd1 = macd1[-1], signal = signal[-1])
record(macd2 = macd2[-1], signal = signal[-1])