When I run these backtests with the "Sample' algo (sid 24 replaced with sid 2174 -DIA-) why does the me vs. bench always say my return 0%
Thanks Anna
This DIA Sample?
Hi Anna,
Welcome to Quantopian! The algo is using vwap which is a simple transformation. This group of functions does not "warm-up", meaning that it won't have values until the window is filled. In your example, your vwap window is 7 days, so it will begin to return data on the 8th day. Your backtest only runs for 6 days so it doesn't have a chance to accumulate the data. If you run the code for a longer period, you will begin to generate returns.
If you have other questions as you get started, feel free to post them here!
Cheers,
Alisa
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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.