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Beginner - Created my own moving average Algorithm

Hi, I am just getting started with quantopian. I decided to create my own moving average algorithm similar to the example. I wanted to create an algorithm that buys stocks where the 20 day moving average is greater than the 50 day moving average and sells the stock if the 20 day moving average is less than the 50 day moving average. I have attached the algorithm with the backtest. There seems to be a lot of volatility. Any tips on what I'm doing wrong or how to improve?

Thanks in advance!

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5660ff45a7511a1152465838
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2 responses

This is a great example for the pipeline API and I expect it will be a little easier to debug. I've built the basic factors and filters you'll need in a research notebook so you can take a look at the output. This might be helpful as you look for improvements, but you can copy and past it into an algo if you like as well.

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Thank you very much! I will take a look and post if I have any questions