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

 

Thanks,

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)
    
       
       Quandl.SetAuthCode("zkdoRxRXbAQdUxzXZKBy")
       
       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)
           
       else:
           self.SetHoldings("SPY", .8)
           self.SetHoldings("TLT", .20)
       
class QuandlCustomColumns(PythonQuandl): 
   
  def __init__(self):
      self.ValueColumnName = "Value"