How do you refine pipeline results? I'm using the same syntax as the examples to trim the results down to 500, but then when I build lists off the results they come out with over 1,000 each. So, either the screen isn't working or "resuts" doesn't refer to the screened results after updating the universe.
Perhaps it's helpful if I include some code. The algorithm itself is garbage. Obviously trading on a 5 day moving average would be excessively volatile. This is just to have an algorithm basic enough to see the problem I'm having.
Separately this algo isn't actually trading.
Hi James,
Your code looks good, it just seems that your screen isn't strict enough to filter many stocks out. If you print results.head(10) in before_trading_start, you'll see what I'm talking about!
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When I use the "update_universe" line, the intent is to refine the results to 500 stocks, and then make lists out of this smaller sample of only 500 stocks. Again, either my screen isn't working or my calls to build lists are referring to the unscreened universe.
Hi James,
The update_universe function will update your "universe" at the start of handle_data. If you want to cut down on the list of 500 securities, you will want to store the output from results.sort(['relation_for_screen'], ascending=False).index[:500] in a variable and then loop through that to set your longs and shorts. Take a look at this example where a similar technique is implemented in before_trading_start.
Disclaimer
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.
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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.