Hello Community,
I created a simple, long-only strategy that holds the top 3 stocks with the highest momentum over its 50-day average. In the Research Environment, my pipeline seems to work and outputs 3 stocks each day. I can't get the darn thing to actually trade in the IDE.
I've attached a notebook that contains both the research & IDE code I created.
Any help would be much appreciated.
Thank you,
Hello Michael,
Fix for this problem is fairly easy. On line 67 your code is
long_weight = 1 / len(context.longs) Which causes Python to do integer math and result get rounded down to 0. Just changing that 1 to 1.0 will allow Python to do floating point math instead of integer math and your code will run.
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