So I've written almost nothing and for some reason the algorithm gets like 700000%- 500000% stats. Can someone tell me why that is? I think there must be some kind of bug
You're buying 50 shares of AAPL every minute. Ty using order_target_percent() instead of order(), and you'll get different results.
Hi Panagiotis,
Thanks for posting. What your algorithm does is order 50 shares of AAPL every minute. This quickly builds up to an unrealistically high leverage, as you have to borrow more and more money to continue buying shares. So your backtest demonstrates what your returns would look like if you could really borrow that much money, but it's not really possible to do that in real life.
For realistic backtesting results, you should stick to single-digit leverage, preferably near 1. The order_target_percent function makes it easier to invest fixed proportions of your portfolio into different equities. Recording makes it easier to monitor leverage, which can be accessed using the attribute context.account.leverage.
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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.