Greetings,
I have been lurking around and toying with the platform, but i've hit a wall.
How can i rebalance a portfolio every n weeks?
My algorithm ranks the stocks on the first day of the first week for the period and i want it to hold this portfolio for the next 2 weeks (first 2 weeks), then it should rebalance on the first day of the third week.
Would appreciate any help!
Thanks in advance!
Rebalancing a portfolio every n weeks?
@Ivan
Try something like this:
# Trade every n weeks
# ------------
freq_week = 2
# ------------
def initialize(context):
schedule_function(rebalance, date_rules.week_start(), time_rules.market_close(minutes = 30))
context.counter = 0
def rebalance(context, data):
context.counter += 1
if context.counter == freq_week:
trade(context, data)
context.counter = 0
def trade(context, data):
print(get_datetime('US/Eastern'))
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