Hi guys,
I am trying to write my first algorithm and I am really really bad on Python. My stuff is keeping saying "NameError: global name 'SMA5' is not defined". I know there are bunches of mistakes... and really need some help. sorry for the mess.
I want to buy a stock if :
1- The previous day close price is greater than the 5-day moving average
2- when 5-day moving average is greater than 10-day moving average
Otherwise, sell them
Really appreciate!!
This code may be helpful in IDE (Research --> Algorithms) to accomplish what you specified.
from quantopian.pipeline.factors import SimpleMovingAverage as SMA, MarketCap
from quantopian.pipeline.data.builtin import USEquityPricing as USEP
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline.filters import QTradableStocksUS, Q500US
from quantopian.pipeline import Pipeline
# --------------------------------------
MA_F = 5; MA_S = 10; N = 4 ;
# --------------------------------------
def initialize(context):
schedule_function(my_rebalance,date_rules.every_day(), time_rules.market_close(minutes = 30), True)
mcap = MarketCap(window_length = 1, mask = QTradableStocksUS())
sma_f = SMA(inputs = [USEP.close], window_length = MA_F)
sma_s = SMA(inputs = [USEP.close], window_length = MA_S)
longs = (sma_f > sma_s)
screen = QTradableStocksUS() & (longs) & mcap.top(N)
attach_pipeline(Pipeline({'longs': longs}, screen), 'my_pipe')
def my_rebalance(context,data):
output = pipeline_output('my_pipe')
longs = output[output['longs']].index
for sec in context.portfolio.positions:
if sec not in longs:
order_target_percent(sec, 0)
for sec in longs:
wt = 1.0/len(longs) if len(longs) > 0 else 0
order_target_percent(sec, wt)
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