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looking for source code

Looking for a simple source code to go long 30% Apple, 60% yahoo and 10% spy . I don't want SID format and no re-balancing. I cant seem to find a simple asset allocation in the tutorials

2 responses

Here's an algorithm that does just that. I used the symbol method to look up the securities, and order_target_percent to set the allocation. All the ordering is done on the first day, there's no rebalancing.

If you clone the algorithm and run a full backtest, you can see the transactions in the Transaction Details page.

Clone Algorithm
12
Loading...
Backtest from to with initial capital
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
# Backtest ID: 545f991683d9070930038691
There was a runtime error.
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almost the same approach. just a bit different code.

Clone Algorithm
9
Loading...
Backtest from to with initial capital
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
# Backtest ID: 545f9c374c4eb8092915343b
There was a runtime error.