Mean Reversion Template with B Bands

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Mean Reversion Template with B Bands

edited Jan 10, 2017

Line 43: The history method is deprecated. Use data.history instead.
Line 75: Iterating over the assets in data is deprecated.
Line 50: data[sid(N)] is deprecated. Use data.current.
Line 52: data[sid(N)] is deprecated. Use data.current.
Line 52: The stddev method is deprecated.

If someone corrects these errors, can you please comment the old code so I can compare and learn? Thank you

Working through iterations, any assistance to speed up the learning curve would be appreciated:

How to improve [order fill rates] because slippage assumption here is not realistic?
Why trade only once every 20 days? Can this be changed to continuous time based on price v. B Band plots? (Or am I not reading correctly)
Implement a Stop & Reverse overlay to BBands? Perhaps with a ama/ema/sma xover that can have variables adjusted manually (dynamically via pipeline)?
Change from single stock to context.stocks so algo is (e.g.) ranking and trading highest momo stocks in Q500 based on [any momo indicator from TA-lib]?
Use pipeline to continuously optimize context.stocks (and indicators from TA-lib) for multi-factor dynamic optimization? Is this possible?

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.