Hi. I'm new to Python and dipping my toes. Tried to port a system I run, but not winning really. It is a system that trades daily and LONG or SHORT and holds the position only for 2 days then closes out. Only one trade is also allowed at a time.

Here is what I have at the moment.

""" This is a template algorithm on Quantopian for you to adapt and fill in.
""" from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
import numpy as np

def initialize(context):
# AAPL, MSFT, and SPY
context.securities = [sid(8554)] #sid(24), sid(5061),
context
#: Set commissions and slippage to 0 to determine pure alpha
set_commission(commission.PerShare(cost=0, min_trade_cost=0))
set_slippage(slippage.FixedSlippage(spread=0))
schedule_function(
func=close_all_positions,
date_rule=date_rules.every_day(),
time_rule=time_rules.market_close(hours=0, minutes=5),
half_days=True)

def handle_data(context, data):
price_history_close = data.history(context.securities, "close", bar_count=10, frequency="1d")
price_history_low = data.history(context.securities, "low", bar_count=10, frequency="1d")
price_history_high = data.history(context.securities, "high", bar_count=10, frequency="1d")

for s in context.securities:  
    current_positions = context.portfolio.positions  
    if current_positions != 0:  
        hist_bar = (price_history_close[s][-2] + price_history_low[s][-2] + price_history_high[s][-2])/3  
        prev_bar = (price_history_close[s][-3] + price_history_low[s][-3] + price_history_high[s][-3])/3  
        if hist_bar < prev_bar:  
            order(s, 1)

def close_all_positions(context, data):
for s in context.securities:
current_positions = context.portfolio.positions
if current_positions < 1:
order_target_percent(s, 0)
log.info('cover before the close of the day')