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Simple MA CrossOver

I am new to Quantopian.

I picked this sample from the Quantopian forum itself and it works i.e. no error, but in backtesting for daily data its showing only one transaction over 5 year period. How to I force it to trade/transact at every cross over.

2 responses

Welcome!

A moving average strategy is a great way to ease into the platform. Python is a really great language to learn with; very simple syntax and keyword usage. Let's talk about keywords, Python keywords or builtins are words that are used to control the flow of the program, consequently you can't use those in your code as variable names. So above you use long as a variable name, it is not good practice to do this as long is a keyword in Python (for long integer). Also you use sid as an attribute to context, in addition to the Python builtins we define certain keywords, and methods specific to Quantopian that allow us to run your algorithms, sid is one of those, so you shouldn't use except as the method call or as the attribute when appropriate. Check out the API docs for specifics. Finally we encourage people on Quantopian to use order_target_percent instead of a regular order as it helps to prevent over leveraging your account.

I've attached a backtest of your code modified to include order_target_percent, and I changed your moving average parameters as it would have only traded a few times. I hope this helps you get started!

James C

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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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: 55afa47b6001640c5f654638
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Thanks for the reply