First backtest I have posted, this site is awesome! Instead of using this strategy w/ individual stocks I chose major market etfs (i.e. spy, dia, qqqq). I changed the long moving average to 100 days from 50, left the short moving average at 10. I added one line that adds commissions per shares traded (not sure how realistic this is, I don't trade in real life) I really like the way this performs during major downturns in SP500.
The commissions rate you have is on the high side for per share commissions - you can find prices between $0.005 and $0.001 per share from direct market access brokers like Interactive Brokers. The commission model lets you specify a per trade commission as well, which you would see at a retail broker. That cost would be more like $7-$10 per trade. If you assume 100 share trades, your current per share commission actually resembles the cost of a retail broker.
@Andrew, sorry! not yet. It comes up a lot. As a work around, people have posted a comment and pasted the algo code in using the "fence posts" that you can insert to mark a code block (triple back quotes before and after your code, code sample button above will insert them for you).
To get the $0.005 to $0.001 per share commission from direct market access brokers, what are the typical minimums, restrictions, etc.? For example, does this assume a certain daily/monthly/yearly number of shares traded? What is the implication for the amount of capital required to be "in the game"? I understand that Quantopian is planning/hoping to set up live trading with real money. I think that it would be helpful to provide some initial guidance on the barriers to entry. Realistically, how much capital would need to be ventured?