Hi,
I'm struggling to get the following to work... Orders simply won't execute.
# CODE
# start 02/15/2013
import talib as ta
def initialize(context):
set_benchmark(sid(8554))
context.gold = sid(26981)
context.silver = sid(28368)
set_commission(commission.PerShare(cost=0.005, min_trade_cost=1.00))
schedule_function(rebalance_component5, date_rules.every_day(), time_rules.market_close(minutes = 15))
schedule_function(record_vars, date_rules.every_day(), time_rules.market_close())
# Long component
def rebalance_component5(context, data):
component5 = [context.gold, context.silver]
for stock in component5:
price = data.history(stock, "price", 251, '1d')
sma251 = ta.MA(price, timeperiod = 251, matype = 0)
if price[-1] > sma251[-1] and data.can_trade(stock) and context.portfolio.positions[stock].amount == 0:
order_target_percent(stock, (1/len(component5)))
print('long' + str(stock))
elif price[-1] < sma251[-1] and data.can_trade(stock) and context.portfolio.positions[stock].amount > 0:
print('False')
order_target_percent(stock, 0)
def record_vars(context, data):
record(leverage = context.account.leverage) 
