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Why this algorithm does not trade?


I have created an algorithm based on several factors, however it won't buy or sell anything.
Can you please tell me what the problem is?

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1 response

The issue is in the way python 2 assumes integer division. The following statement is the culprit

max_longs = 1 / positions  
max_shorts = 1 / positions

Both of those values will calculate to zero. Force it to use floating point division like this

max_longs = 1.0 / positions  
max_shorts = 1.0 / positions

Note this changes in python 3 where floating point division is assumed.

As an aside, you can attach an algo to a post by running a backtest. No need to cut and paste it into a notebook.


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