Hi All,
I am new to quantopian and giving a go at one of my first algos. The issue that I am encountering is the sell and buy logic. The parameters are simple I would like to buy when the prediction is above 1 and sell when below as well as when the the same occurs for my MA's. When I run the code it seems the logic I have is conflicting and keep getting a in and out affect.
Below is what I have:
if prediction > 0 and context.ma_50 > context.ma_200:
context.trade_price = data.current(context.assets,'price')
order_target_percent(context.assets,1)
if prediction < 0:
order_target_percent(context.assets, 0)
if context.trade_price*1.0025 < data.current(context.assets,'price'):
order_target_percent(context.assets,0)
else:
if prediction < 0 and context.ma_50 < context.ma_200:
order_target_percent(context.assets, -1.0)
if prediction > 0:
order_target_percent(context.assets, 0)
if context.trade_price*.9975 > data.current(context.assets,'price'):
order_target_percent(context.assets, 0)
I have toyed with trying to have the Algo recognize when there is a position already present but had no luck with that. Any help would be great!!
Thanks in advance for your help
