Golden Cross and RSI Algo

Result of my Algo, during the time period (09/01/2018 - 11/15/2019)

6
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
import talib
import numpy as np
import pandas as pd

# Golden Cross plus RSI Algo
def initialize(context):
set_benchmark(sid(8554))
context.stock = sid(351)

schedule_function(ma_crossover_handling, date_rules.every_day(), time_rules.market_close(minutes=1),
time_rules.market_open(minutes=65))

def ma_crossover_handling(context, data):

prices = data.history(context.stock, 'price', 200, '1d')
rsi = talib.RSI(prices, timeperiod=14)[-1]
sma_200 = prices.mean()
sma_50 = prices[-50:].mean()
sma_10 = prices[-10:].mean()

open_orders = get_open_orders()

if (sma_200 > sma_50 and sma_50>sma_10) or rsi > 80:
if context.stock not in open_orders:
order_target_percent(context.stock, -1.0)
elif (sma_200 < sma_50 and sma_10>sma_50) or rsi < 20:
if context.stock not in open_orders:
order_target_percent(context.stock, 1.0)
There was a runtime error.