Hello, as I stated above, I'm very new to all of this and I'm trying to learn the basics. I was watching a youtube tutorial from a guy and I decided to just copy his algorithm and try to backtest it my self, just to start getting used to the platform. I copied his code word by word and somehow when I run it it doesn't place any orders. This video is about 3 years old so maybe something changed and that is why it doesn't work?
I appreciate the help, thanks.
This is the code:
def initialize(context):
context.aapl = sid(24)
def hande_data(context, data):
hist = data.history(context.aapl, 'price', 50, '1d')
log.info(hist.head())
sma_50 = hist.mean()
sma_20 = hist[-20:].mean()
open_orders = get_open_orders()
if sma_20 > sma_50:
if context.aapl not in open_orders:
order_target_percent(context.aapl, 1.0)
elif sma_50 > sma_20:
if context.aapl not in open_orders:
order_target_percent(context.aapl, -1.0)
record(leverage = context.account.leverage)