I'm trying to make a simple moving average algorithm where if the moving average of two stocks(apple and google) are good, it will buy them. However when I backtest it, the algorithm doesn't end up buying anything and it has 0.00% returns. Does anyone know what I'm doing wrong? Thanks!

import quantopian.algorithm as algo  
from quantopian.pipeline import Pipeline  
from quantopian.pipeline.data.builtin import USEquityPricing  
from quantopian.pipeline.filters import QTradableStocksUS


def initialize(context):  
    """  
    Called once at the start of the algorithm.  
    """  
    context.security1 = symbol('GOOG')  
    context.security2 = symbol('AAPL')

def handle_data_spy(context, data):  
    """  
    Called every minute.  
    """  
    price_hist1 = data.history(context.security1, 'price', 50, '1d')  
    ma1 = price_hist1.mean()  
    price_hist2 = data.history(context.security1, 'price', 200, '1d')  
    ma2 = price_hist2.mean()  
    price_hist3 = data.history(context.security2, 'price', 50, '1d')  
    ma3 = price_hist3.mean()  
    price_hist4 = data.history(context.security2, 'price', 200, '1d')  
    ma4 = price_hist4.mean()

    current_price1 = data[context.security1].price  
    current_positions1 = context.portfolio.positions[symbol('GOOG')].amount  
    current_price2 = data[context.security2].price  
    current_positions2 = context.portfolio.positions[symbol('AAPL')].amount

    cash = context.portfolio.cash  
    if ma1>ma2 and ma3>ma4 and current_positions == 0:  
        number_of_shares = int(cash/current_price)  
        order(context.security1, number_of_shares)  
        order(context.security2, number_of_shares)  
    elif ma1<ma2 and ma3<ma4 and current_positions != 0:  
        order_target(context.security1, 0)  
        order_target(context.security2, 0)  
    pass