Hi Quantopian Community,
I am a student and this is my first time on Quantopian. I was trying to build my first portfolio with 50% in a long position in FCAU and the rest cash. I wanted to have my position closed 30 minutes before the market close. What do you think? Any suggestion to improve it?
def initialize(context): context.fcau = sid(47888) schedule_function(open_positions, date_rules.week_start(), time_rules.market_open()) schedule_function(close_positions, date_rules.week_end(), time_rules.market_close(minutes=30)) def open_positions(context, data): order_target_percent(context.fcau, 0.50) def close_positions(context, data): order_target_percent(context.fcau, 0)
I have another question:
Except the standard indicators (returns, alpha, beta etc) that the backtest shows me, what should I do if I want to add MACD, IV, P/E ratio and Aroon?
Thanks for the help,