Back to Community
Resolving 'Dropped 100.0% entries from factor data'

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:

Then I plan on switching that ADX approach with this:

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?

Loading notebook preview...
1 response

Resolved it. Changed from boolean to the actual ADX value and included all stocks in the pipeline screen.