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Momentum Strategy Need help with Pipeline

I've been trying to create a trading strategy based on momentum. I have been having some trouble attaching the pipeline to my algorithm. I keep getting error 0 when I try to run a back test. Please help.

4 responses

I see that you are passing the pipeline output directly to the data object. Line 46 and other places. All the methods on data accept a single asset or a list of assets.

Does that mean I should convert the output into a variable. Then i will be able to get data?

Use context.output.index instead of context.output. You can set context.assets = context.output.index

I changed it to context.output.index, but now I'm getting key errors.