Hi Carter,

I'd suggest trying something a bit simpler, particularly if you are new to programming. Maybe see if you can write code to periodically re-balance a long-only portfolio of VTI & BND, at 70% % 30%, respectively?

See schedule_function & order_target_percent in the help docs., which should make the code fairly compact.

Grant

Hope this helps!

def initialize(context):  
    context.stock = symbol('AAPL')

# Will be called on every trade event for the securities you specify.  
def handle_data(context, data):  
    stock = context.stock  
    current_price = data[stock].price  
    twenty_day_ema = data[stock].mavg(20)  
    fifty_day_ema = data[stock].mavg(50)  
    if twenty_day_ema >= fifty_day_ema  
        order(stock, 100)  
    elif fifty_day_ema <= twenty_day_ema  
     #Below we are setting the target position from 100 to 0 thereby selling all shares  
        order_target(stock, 0)  

Try this.
May be it is more realistic for you.

@valdimir thanks for the algorithm but can you explain a little bit about your algorithm especially what is happenig with commission,slippage, order etc. I understood that you are using simple moving average crossover to buy and sell shares but what is that you changed which made this algorithm realistic?

You might find it useful to check out the tutorial series I have been releasing here: https://www.quantopian.com/posts/quantopian-tutorial-series

Thank you all very much. I will do some research and let you know how it goes.

Slippage and commissions can be modeled in the algorithm to better simulate real market conditions. You can customize the settings for your algo and securities:

https://www.quantopian.com/help#ide-slippage
https://www.quantopian.com/help#ide-commission