Hi there,
I am new here. I try to write a momentum strategy on SPY. Basically, I long the SPY when 50-days-average goes up across the 200-days-average and go short when 50-days-average goes down across the 200-days-average. It should not be hard to write it. I wrote the draft but the results are very surprising. Something must be wrong. Could any expert help me with my code? Thanks a lot.```
James
Try order_target_percent instead of order_percent. The latter (the one you are using), I think will compound your orders. So the first time you call it you allocate 100% of your portfolio's value to SPY but the second time you call it then you allocate another 100% of your current portfolio's value. order_target_percent on the other hand will adjust your total security allocation as a percent of your portfolio.
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