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Micromanage Pair Trading Algorithm

I am currently attempting to write a Pair Trading Algorithm based on the Johansen Test. Using order_target_percent each of the pairs in the algorithm below worked without any problems. But when I calculate the orders directly there seems to be some error. I would highly appreciate it if someone would take a look.

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Backtest from to with initial capital
Total Returns
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Alpha
--
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: 570f878bd8d966106a9e95fd
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