It's my first week on Quantopian and after watching all the lectures I'm starting to dabble with building my first model. I then plan on deploying it to production to get a feel for an end to end experience with paper trading.
To start with something a bit more complicated I'm trying to get this example to work with research: https://www.quantopian.com/posts/long-only-non-day-trading-algorithm-for-live#5ebe5112ea971b7d207ce8f0.
Then I plan on switching that ADX approach with this: https://www.quantopian.com/posts/ta-lib-for-pipeline.
It seems that I got stuck right at the beginning: "Dropped 100.0% entries from factor data: 0.1% in forward returns computation and 99.9% in binning phase (set max_loss=0 to see potentially suppressed Exceptions)." From what I understood this means that my factor has too many similar values and bin-ing fails.
But I haven't been able to figure out how to resolve it. Any suggestions?