I cloned this promising algo from
First post, K filter across as many stocks as you want
But commented schedule_function (line 39) do not work.
And it trades every minute.
Can somebody help configure schedule_function right way that it will reallocate positions once per day at close price?
Vladimir
well imho something seems to be messed up here, I guess the author started refactoring it and did but did not finish...
the underlying function of the handle passed to schedule_function should only have 2 params, not 3. furthermore, they should not be specified at all when passing the handle as a parameter to schedule_function.
Yes, you should be passing a function to schedule function. In the current form you are calling the function in question and passing the result to the function. The schedule function will call your function at the right time with context and data provided as params. Try this:
schedule_function(crunch, date_rules.week_end(), time_rules.market_open(minutes = 60))
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.
