Need helps on the simple moving average

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Need helps on the simple moving average

edited

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!!

1 response

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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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.