This is by no means a good strategy and frankly I'm a bit surprised it worked at all. That being said I am still new to coding, this is my first algo, and didnt know if anyone had any suggestions for how i set it up. Not so concerned with the strategy itself as its not something i ever plan to use. I was also curious about why when I run this on the minute data I get no trades at all. I imagine its something simple so even just a point in the right direction on where to find an example of how to fix would be greatly appreciated. thanks for any help
Hey Jeffrey,
This is great since you're still new at coding. I took a look at your algorithm and found a few ways you could tweak it to make it easier on yourself.
- Python gives you the ability to use lists and for loops. Which means that you can place all your symbols into a list and execute the same trading strategy over and over again for all the symbols in that list.
- Running in minutely mode is a little bit more tricky because you have to account for the fact that 1) Your code executes every minute, not the end of every day like daily mode 2) When you use data[stock].mavg(5) this is actually a lot slower than using history(20, '1d', 'price').iloc[-5:].mean() where the 'iloc[-5:]' actually gets the most recent 5 days of data and the '.mean()' finds the mean of them.
I've tried cleaning up the code here so give it a shot and tweak it to your benefit
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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.