Hi everyone,
What an amazing site and community!
I'm a few days into experimenting with this stuff so please go easy.

I'm learning by mashing a few concepts I've seen.
The current challenge is ADX trading as posted on another thread and looping that to trade the Q500US.
I hit a snag though and it seems to be a little beyond my understanding.

Any help would be greatly appreciated.

# talib ADX Indicator

import talib  
from quantopian.algorithm import attach_pipeline, pipeline_output  
from quantopian.pipeline import Pipeline  
from quantopian.pipeline.filters import Q500US

def initialize(context):  
    schedule_function(  
        record_ADX,  
        date_rules.every_day(),  
        time_rules.market_close(hours = 1)  
    )  
    context.security_list = []  
    attach_pipeline(make_pipeline(), 'my_pipeline')

def make_pipeline():  
    return Pipeline(screen = Q500US(),)

def before_trading_start(context, data):  
    context.output = pipeline_output('my_pipeline')  
    context.security_list_org = context.output.index

def record_ADX(context, data):  
    for stock in context.security_list_org:  
        period = 30  
        H = data.history(stock,'high', 2*period,'1d').dropna()  
        L = data.history(stock,'low', 2*period,'1d').dropna()  
        C = data.history(stock,'price', 2*period,'1d').dropna()  
        ta_ADX = talib.ADX(H, L, C, period)  
        ta_nDI = talib.MINUS_DI(H, L, C, period)  
        ta_pDI = talib.PLUS_DI(H, L, C, period)  
        ADX = ta_ADX[-1]  
        nDI = ta_nDI[-1]  
        pDI = ta_pDI[-1]  
        if (ADX > 20) and (pDI > nDI):  
            order(stock, 500) #DOWN FROM 500  
            #log.debug('buy' (stk))  
        elif (ADX > 25) and (pDI < nDI):  
            order(stock, -500) #DOWN FROM 500  
            #log.debug('sell' (stk))