Hi guys,

So I am in the process of creating my first code and I am really having some trouble. I am trying to use statistical arbitrage and sell when one airline stock falls below the average of other airline stocks. If anyone could help me out in making this successful that would be really amazing. Thanks.

def initialize(context):

    set_slippage(slippage.FixedSlippage(spread=.05))  
    set_commission(commission.PerTrade(cost=7))  
    context.jblu = sid(23599)  
    context.dal = sid(33729)  
    context.luv = sid(4589)  
    context.ual = sid(28051)  
    context.current_stock = sid(23599)

    context.max_notional = 100000.1  
    context.min_notional = -100000.0

def handle_data(context, data):  
    pavg = ((((data[context.jblu].close_price)-(data[context.jblu].open_price))/(data[context.jblu].open_price))*100)  
    pavg2 = ((((data[context.dal].close_price)-(data[context.dal].open_price))/(data[context.dal].open_price))*100)  
    pavg3 = ((((data[context.luv].close_price)-(data[context.luv].open_price))/(data[context.luv].open_price))*100)  
    pavg4 = ((((data[context.ual].close_price)-(data[context.ual].open_price))/(data[context.ual].open_price))*100)

    price = ((((data[context.jblu].close_price)-(data[context.jblu].open_price))/data[context.jblu].open_price)*100)

    average = ((pavg + pavg2 + pavg3 + pavg4)/4)  
    #record(Cash=context.portfolio.cash)  
    record(Average=average)  
    record(Price=price)

    notional = context.portfolio.positions[context.jblu].amount * price

    if price < (average) and notional > context.min_notional:  
        message = context.portfolio.positions[context.jblu].amount  
        log.info(message)  
        message = context.portfolio.cash  
        log.info(message)  
        message = 'Buy'  
        log.info(message)  
        order(context.jblu, +10)  
    elif price >= (average) and context.portfolio.positions[context.jblu].amount > 1 and notional < context.max_notional:  
        message = context.portfolio.positions[context.jblu].amount  
        log.info(message)  
        message = context.portfolio.cash  
        log.info(message)  
        message = 'Sell'  
        log.info(message)  
        order_target_percent(context.jblu, 0)