Hi everyone,

Newbie here. I'm learning Quantopian and going through the sample materials in the community. However, the following strategy does not seem to generate any trade no matter how I change the parameters. I used the record variable function to confirm that the two moving averages did cross from time to time.

Any help is much appreciated.

def initialize(context):  
    # Parameters  
    context.shorto = 12   #  shorter period average  
    context.longo = 26   #  longer period average  
    context.assets = 1 #  times my capital  
    # Set comissions  
    set_commission(commission.PerShare(cost=0.000, min_trade_cost=0.0))

    # Choosing the stock and benchmark  
    context.future = continuous_future('CL', offset=0, roll='volume', adjustment='mul')  
    #set_benchmark(context.future) 

    schedule_function(my_record_vars, date_rules.every_day(), time_rules.market_close())  
    schedule_function(rebalance,  
                      date_rules.every_day(),  
                      time_rules.market_open())


def rebalance(context, data):  
    spot = data.current(context.future, 'contract')  
    context.MovingAvg1 = data.history(context.future, 'price', context.shorto,'1d').mean()  
    context.MovingAvg2 = data.history(context.future, 'price', context.longo,'1d').mean()  
    if (context.MovingAvg1 < context.MovingAvg2):  
        order_target_percent(spot, 0)  
    if (context.MovingAvg1 > context.MovingAvg2) :  
        order_target_percent(spot, context.assets)

def my_record_vars(context, data):  
    """  
    Plot variables at the end of each day.  
    """  
    record(MA_s = context.MovingAvg1)  
    record(MA_l = context.MovingAvg2)  
    record(Diff = context.MovingAvg1 - context.MovingAvg2)