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Golden/Death Cross Implementation with Pipeline

I have attempted to implement a golden cross and death cross strategy that buys when the SMA50 crosses over the SMA200 and shorts when the SMA50 crosses under the SMA200. My universe right now is the Q1500 with a volume filter. I need help implementing an ETF only pipeline but I do not know how to accomplish this task. Another user on the forum recommended I search for all stocks lacking Morningstar fundamentals, as morningstar lacks ETF data, but I do not know how to accomplish this task. Any help with the pipeline and cleaning up the code in general would be greatly appreciated.

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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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: 59ad9182758a39511142c372
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