How to call portfolio for MA crossover strategy?

Hi Michael,

I did not read your entire code, I focused on your error and question. So I recommend the following:

self.tickers = ["TSLA", 
                "AAPL",
                "TLT",
                "SPY"]


self.symbols = []
                        
for ticker in self.tickers:
	symbol = self.AddEquity(ticker, Resolution.Daily).Symbol
    symbols.append(symbol)
    self.fast = self.SMA(symbol, 20, Resolution.Daily)
    self.slow = self.SMA(symbol, 200, Resolution.Daily)

# And in your OnData method...

for symbol in self.symbols:
	holdings = self.Portfolio[symbol].Quantity

Note that this is conceptual. My points are:

1- Note that you should save the symbol objects from the AddEquity method. Symbols are objects that identify your equity much more precisely than just the string of their ticker.

2- You will need to pass one symbol at a time to get the quantity out of your portfolio.

That being said, your code needs more work at other places. For instance, those two lines in your Initialize:

self.fast = self.SMA(symbol, 20, Resolution.Daily)
self.slow = self.SMA(symbol, 200, Resolution.Daily)

are inside a loop and thus each time around, the variables self.fast and self.slow are being overwritten. What's left is that you only have the two SMA indicators for the LAST symbol in your list (in this case SPY). All the previous ones are created but you cannot reference them later in your code so you cannot use their Current.Value. In other words, they become useless.

Exact same idea with the code I gave you myself for the quantity assigned to the holdings variable. It was to illustrate that you will need to iterate. But that code is wrong in the sense that again, you will only be left with the quantity of your last symbol…

SO

You will need a list to store your SMA indicators. And you will need to iterate on all your symbols and apply your algo to each symbol, one at a time. As is, your code trades all symbols BUT all based only on SPY SMAs….. Well, MAYBE that is your intention. But then, you are still creating SMA indicators for all symbols so that is why I thought you wanted to trade Tesla according to its SMAs, Apple according to its SMAs, etc. Not everything according to SPY's SMAs.

If you need more help after reading this / trying this out, do not hesitate to report back.

F

Michael Ali,

Try this way.

Fred, 

Thanks for your suggestions. You are right, I wanted MA signals as per the price of each ticker itself. It appears Vladimir's code works great for this.

I did input your code unfortunately I get the error:

During the algorithm initialization, the following exception has occurred: NameError : name 'symbols' is not defined
  at Initialize
    symbols.append(symbol)
===
   at Python.Runtime.PyObject.Invoke(PyTuple args in main.py: line 22

 NameError : name 'symbols' is not defined

Nonetheless. Thank you both!

M