Why won't my algorithm make trades?

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Why won't my algorithm make trades?

posted Jun 4, 2017

My algorithm won't make trades. I don't know why. Is my structure wrong?

2 responses

Two reason why it maybe isn't trading...

First, add the timezone in your 'get_datetime' function. Otherwise it defaults to UTC.

time = get_datetime('US/Eastern')

Second, it appears your condition

current_returns_abs>=(2*real_avg_returns)

is never True for these particular stocks over these dates. Take that out of the 'if' statement (leaving only the time) and you get trades. Maybe logically that statement can never be True (didn't look that closely at the code) but also possible just not True very often?

thanks

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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.