Great to see you're readying an algo for the contest! In general, I strongly recommend to always backtest your work in minute mode. This is a better simulation of live trading (take a look here for a more detailed explanation).
How is your moving average created? Do you use the built-in mavg function, data[stock].mavg(300)? Or do you use history and calculate your own moving average?
Either way, the good news is it should be an easy fix! Here is the general format, and you can run this in a minute-mode backtest:
prices = data[stock].mavg(300) # calculates a 300 day moving average using daily data
prices = history(300, '1d', 'price')[stock].mean()
The above variables are identical and calculate the same value. The second version is a faster query and will run faster in the algo. So if you're getting execution timeouts, try using the second style.
If you want the algo to trade weekly, use schedule_function to setup your trading time. If you're still stuck, send us an email to [email protected] and we can help debug the code. Then you can submit it to the contest.
Cheers,
Alisa
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