Various problems

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Various problems

edited

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5 responses

Maybe you should look into how you can debug your python code on Quantopian, like using log.info('foo') or log.debug('bar'), maybe in combination with type(some_var) etc. Sorry for the vague answer but I believe its better to learn how to fish! :)

takuo takuo.

Try this:

#  TEMA-DEMA ???

import talib  
import numpy as np  
import pandas as pd  

def initialize(context): 

    schedule_function(trade, date_rules.every_day(), time_rules.market_close(minutes=30)) 

def trade(context, data):  
    stk = symbol('QQQ')  
    period = 100  
    O = data.history(stk, 'open',  period, '1m')  
    H = data.history(stk, 'high',  period, '1m')  
    L = data.history(stk, 'low',   period, '1m')  
    C = data.history(stk, 'close', period, '1m')      

    AvgP = (O[-1] + H[-1] + L[-1] + C[-1])/4  
    np_AvgP = np.ndarray(AvgP)  
    t = talib.TEMA(np_AvgP, timeperiod = 2)[-1]  
    d = talib.DEMA(np_AvgP, timeperiod = 14)[-1]  
    if t > d:  
        order_target_percent(stk, 1.0)  
    elif  t < d:  
        order_target(stk, 0)

@Peter Aa
Been doing that and will keep doing that

@Vladimir Yevtushenko
Tried that and...

ValueError: cannot convert float NaN to integer ... USER ALGORITHM:18,
in trade np_AvgP = np.ndarray(AvgP)

No idea why it spits that out.

TEMA-DEMA
Strange, it is working for me.

I tried again and it works 20% of the time. How can it work only sometimes lol ??

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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.