Can someone please help me find the error in this algorithm?
It used to work well, but suddenly stopped working.
Thanks,
Vai
Hey Vaibhav,
I think the problem is coming from this line which states that no more than 2 individual orders can be placed per trading day (not bar).
set_max_order_count(2)
And because the algorithm is run in minutely mode, there are a lot more than 2 orders being executed per day since 'handle_data' is being called every minute. If you'd like to still use the 'set_max_order_count(2)' in your algorithm, you could throw a Try/Except block around your order statements and this will only execute the first two orders of any given trading day.
I've attached an example of how you would go about doing this, so feel free to ask any questions you might have about it!
Thanks,
Seong
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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.