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disable rebalancing

How do you disable re-balancing for a long/short app? I only want to make trades at the start of the simulation

Clone Algorithm
10
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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
def initialize(context):
    context.stocks = symbols('SPY', 'IWM') 

def handle_data(context, data):
    # This will order as many shares as needed to
    # achieve the desired portfolio allocation.
    # In our case, we end up with 20% allocation for
    # one stock and 80% allocation for the other stock.
    order_target_percent(context.stocks[0], .5)
    order_target_percent(context.stocks[1], -.5)

    # Plot portfolio allocations
    pv = float(context.portfolio.portfolio_value)
    portfolio_allocations = []
    for stock in context.stocks:
        pos = context.portfolio.positions[stock]
        portfolio_allocations.append(
            pos.last_sale_price * pos.amount / pv * 100
        )

    record(perc_stock_0=portfolio_allocations[0],
           perc_stock_1=portfolio_allocations[1])
There was a runtime error.
1 response

This algorithm is going long SPY using 50% of the portfolio value and going short IWM using the remaining 50% of the portfolio. It will auto-adjust to make sure the target weights are held in the portfolio because of the order_target_percent call.

If you only want to buy shares once in the beginning of the backtest, you can use the order() function. This will place a single order one time, instead of trying to maintain a target percentage.

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