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rebalancing your positions daily

this a once a day balancing of my current positions, for some reason it won't go live but it is still backtest it

Clone Algorithm
2
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Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
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: 58dd1a85f038c14c0f709808
There was a runtime error.
5 responses

Try removing the spaces between data[stoc] and .mavg's. Like this:

MA1 = data[stock].mavg(50)  
MA2 = data[stock].mavg(200)  

Where you have:

A1 = data[stock] .mavg(50)
MA2 = data[stock] .mavg(200)
Then test live testing it.

After a full backtest that is. And you would have to make sure you have your brokerage account connected to your profile before you can live trade it as well

After a full backtest that is. And you would have to make sure you have your brokerage account connected to your profile before you can live trade it as well

William Gallosa,

Try this may be it will help you.

def initialize(context):  
    schedule_function(trade,date_rules.every_day(),time_rules.market_open(minutes=65)) 

def trade(context, data):  
    #-----------------------------------------------------------------------------------  
    stocks = symbols('AMZN', 'FB', 'BABA', 'AAPL', 'NKE', 'TLT', 'TSLA', 'UA', 'SBUX', )  
    ma_f, ma_s = 50, 200  
    #-----------------------------------------------------------------------------------  
    ma_fast = data.history(stocks, 'price', ma_f, '1d').mean()  
    ma_slow = data.history(stocks, 'price', ma_s, '1d').mean()  
    ratio =  ma_fast / ma_slow  
    pos_trend = ratio[ratio >= 1.0]

    wt_stk = 1.0 / len(stocks) 

    if get_open_orders(): return  
    for stock in stocks:  
        if data.can_trade(stock):  
            if stock in pos_trend.index:  
                order_target_percent(stock, wt_stk)  
            else:  
                order_target_percent(stock, 0)  
    record(Leverage = context.account.leverage)  
Clone Algorithm
8
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
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: 58dd48facdc305179daa13cb
There was a runtime error.

William,

Vladimir's solution is a good one. The reason your original version is not able to trade live is because it's using an old version of the API that is deprecated. The best way to learn the current API is to go through the Getting Started Tutorial.

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