Hello everyone. I just found Quantopian this past week, and I am blown away. I was previously fumbling my way through testing theories with Amibroker, which pales in comparison. However, the transition has not been easy for me because I am not a coder, and the Python language is completely foreign to me. In an attempt to get up to speed, I have read through the Quantonian Help page, watched the YouTube tutorials, searched the forums, and tried to understand various sample codes. I'm still stumped on some basic things, and I was hoping the community could help me out.
- When scanning 1-minute intervals, will the mavg(5) still be the 5-day moving average and not the 5-minute moving average?
- When scanning 1-minute intervals, will the vwap(1) just be calculated on data from that current trading day?
- How do I put in context the stocks that are triggered from within my initialized universe? I am using the following at the top of my code:
def initialize(context): set_universe(universe.DollarVolumeUniverse(99.0, 100.0))Then what? I know the following won't work. What do I put instead of AAPL and/or symbol?
def handle_data(context, data): order(symbol('AAPL'), 100)
- I'm also unsure on how to code some of my trading logic. For example, how would I code a BUY IF the current price is > 5 DAY moving average and CROSSES over the intraday VWAP?
Thanks very much for taking the time to read this. I'd greatly appreciate any help.