Hi, I am stuck and cannot figure out why my algorithm is not working. If someone could help me that would be great.



Aditya Holla.


Its not letting me attach a backtest so the code is copied below:

class FocusedSkyBlueSalmon(QCAlgorithm):

   def Initialize(self):
       self.SetStartDate(2010, 1, 1) # Set Start and End Date
       self.SetEndDate(2021, 6, 15)
       self.SetCash(100000) #Set Cash
       self.SpySymbol = self.AddEquity("SPY", Resolution.Minute) #Request Data
       self.TMFSymbol = self.AddEquity("TLT", Resolution.Minute)
       self.shiller = self.AddData(QuandlCustomColumns, "MULTPL/SHILLER_PE_RATIO_MONTH", Resolution.Daily )

   def OnData(self, data):
       if self.shiller < 10:
          self.SetHoldings("SPY", .40,)
          self.SetHoldings("TLT", .60)
       elif self.shiller < 14 and  self.shiller.Current.Value > 10:
           self.SetHoldings("SPY", .60,)
           self.SetHoldings("TLT", .40)
           self.SetHoldings("SPY", .8)
           self.SetHoldings("TLT", .20)
class QuandlCustomColumns(PythonQuandl): 
  def __init__(self):
      self.ValueColumnName = "Value"