For testing pourpose I clone the last algo but the performance (without mod) is much higher 427%... where I'm wrong?
Also, I modify the deprecated code of the second strategy and the performance change again.... 284%?
Apologize me I'm a Phyton and english newbe, but I can't solve myself.
Thanks in advance.
this is the code changed around line 80 (new sma, sma200, stdev):
price_hist1 = data.history(cur_sid, 'price', 5, '1d')
price_hist2 = data.history(cur_sid, 'price', 200, '1d')
stddev_hist = data.history(cur_sid, 'price', 10, '1d')[:-1]
sma = price_hist1.mean()
sma200 = price_hist2.mean()
stdev = stddev_hist.std()
price = data[cur_sid].price