Obviously trying to learn. Simple buy when high of yesterday > high of today
def initialize(context):
context.aapl = sid(24)
open_px=data[context.stock].open_price
close_px=data[context.stock].close_price
hi=data[context.stock].high
lo=data[context.stock].low
price_history = history(bar_count=3, frequency='1d', field='price')
for s in data:
if hi.ix[-1] > hi.ix[-2]:
orders(s,1)
This is under initialize. Initialize is run only once at the start of the program. You need to create a separate function that is scheduled every day using the schedule function. OR you can use handle data if you are using daily data.
How are you planning to purchase today if you need sufficient data to find the high of today? For instance, it won't be until 4PM that you know what the daily maximum is. By then you can't buy it anymore. You would probably need to buy a few minutes before close in order to do that. The code can become quite convoluted in order to do this.
Also, by the looks of your code, there is a chance you could be using lookahead data?
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.
