Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
sma15 strategy

toss

3 responses

@Ranon,

Here is a cleaned and simplified version of the same idea with the parameters specified in the title of this thread.

In this backtest I used 'TLT' to park money during periods of "not context.in_stock".

Changing execution time to "time rules.market open(minutes = 180)" increased performance metrics and reduced maximum drawdown.