my pipeline is filtered down to the 10 stocks I want to place an order for. I would like to have each stock be 10% of my portfolio. Can anyone show me how to order from the pipeline? thank you
Here's a start, but something isn't quite correct yet. The leverage seems to stay in check, but the return is unrealistic. Hmm?
i'm just guessing, your trading list in context.stocks piled up. That was what i encountered last time, and then i changed my algorithm in the order method to reset the context.stocks list. Hope it helps.
@Grant and Felix, the performance is unrealistic because of the following lines
set_commission(commission.PerTrade(cost=0))
set_slippage(slippage.FixedSlippage(spread=0.00))
Using the default commission and slippage models result in a much worse-performing strategy
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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.