Simple known strategy, when SMA 50 crosses over SMA 200, BUY, otherwise SELL if shares were previously bought. Next algorithm will actually open short positions on SMA 200 cross over SMA 50, as well as SMA 10 and SMA 20 crossover, with SMA 50 as Confirmation status.
Use AMZN instead of SPY as the benchmark to see if your strategy would perform better than a simple buy and hold
Thanks for the previous work guys. I am new to Qantopian and Phyton. If I am correct this backtest runs every second when the market is open (takes a while to run the backtest). How can I change the periodicy to every minute?
Tried it with using the schedule function ( date_rules.every_minute(), ) which is not working that easy unfortunately.
Welcome!
Actually, backtests run every minute on the online Quantopian platform. There's no way to change this. In the early years of Quantopian there was also a daily mode but that was eliminated.
By default, the 'handle_data' method is automatically called every minute (during trading hours). To schedule something less frequently use the schedule function (https://www.quantopian.com/help#ide-schedulefunction). The 'date_rules.every_minute()' isn't implemented on the Quantopian platform. If you are offline in Zipline then it may work but the same can be accomplished by placing code in 'handle_data'.
So, if you are working in the online Quantopian platform you don't need to do anything to change to 1 minute periodicity. That's the only mode backtests run in.
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.