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Contest 2018 problem. Error: you must use order_optimal_portfolio to place orders.

I use only order_optimal_portfolio in my code but newertheless I get messag: "you must use order_optimal_portfolio to place orders." What Im doing wrong??? This is code of my testing algo:

Clone Algorithm
2
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Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
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Sharpe
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Sortino
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Max Drawdown
--
Benchmark Returns
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Volatility
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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: 5a8441001c39404057cbb159
There was a runtime error.
3 responses

Hi Maksim,

It looks like the .order() function was triggering the error message when you tried to submit. Since that function is deprecated anyway, I'd recommend using sort_values() to sort your Series instead. I've attached a version of the backtest that makes the switch.

Sorry for the confusion.

Clone Algorithm
14
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
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: 5a844a53f6e981427c10f977
There was a runtime error.
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Hi, James!

Thanks, I use it. Its work!

Maksim,

I ran a 2-year backtest of your algo through the contest criteria check notebook, and it looks like it doesn't meet the leverage criteria. The algo is frequently under-leveraged. You should try increasing the NUM_LONG_POSITIONS and NUM_SHORT_POSITIONS, or the MAX_LONG_POSITION_SIZE and MAX_SHORT_POSITION_SIZE so that the algorithm can hold enough positions. Maybe try:

NUM_LONG_POSITIONS = 200  
NUM_SHORT_POSITIONS = 200  
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