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It seems like every time I make an algorithm I break Quantopian. I'm pretty sure you can't have a return under -100%. Please tell me what I'm doing wrong.

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
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: 58a683e7f153655e06a525ec
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2 responses

Make sure you are not somehow leveraging and buying more than your initial capital amount. I see you are using order_target_percent which generally prevents that from happening, but you are just indicating to always use 5% of your capital as the parameter- if I had to guess, you have more than 20 stocks in your list at times, and are thus buying with more than 100% of your capital. Change that 5 to 1/len(context.long_secs.index) and see if that helps.

Hi Brandon,

If you pass a 5 as the second argument to order_target_percent, it will order up to a target of 500% of your portfolio value. You probably wanted 5% which would be 0.05. Check out this tutorial lesson on ordering for more info.


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