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200 Day Moving Average

class BasicTemplateAlgorithm(QCAlgorithm):

def Initialize(self):


self.SetStartDate(2017,01,01) #Set Start Date
self.SetEndDate(2017,12,31) #Set End Date
self.SetCash(100000) #Set Strategy Cash

self.AddEquity("SPY")


# below creates a 200 day exponential moving average

self.slow = self.EMA("SPY", 200, Resolution.Daily);
self.previous = None

def OnData(self, data):

if not self.slow.IsReady:
return

if self.previous is not None and self.previous.date() == self.Time.date():
return

holdings = self.Portfolio["SPY"].Quantity

if holdings <= 0:

if self.slow.Current.Value < self.Securities["SPY"].Price

self.Log("BUY >> {0}".format(self.Securities["SPY"].Price))
self.SetHoldings("SPY", 1.0)


if holdings > 0 and self.slow > self.Securities["SPY"].Price

self.Log("SELL >> {0}".format(self.Securities["SPY"].Price))
self.Liquidate("SPY")

self.previous = self.Time
Update Backtest








Believe my syntax is incorrect for line 30 - might be a few others too!

Just trying to create a very simple 200 day moving average strategy w/ price of SPY. If below MA all to cash - if above MA all to SPY. 

Thanks!

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Hi Calvin, I'm a QC beginner but if it can be of help, I simply believe you forgot the ":" at the end of your if condition. So in row 30,

if self.slow.Current.Value < self.Securities["SPY"].Price

you need to add a ":" at the end -->

if self.slow.Current.Value < self.Securities["SPY"].Price:

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uhm, truth is, even with that small fix, it still doesn't work on my end... what a frustration...

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this is exactly what you want to do:

https://www.quantconnect.com/forum/discussion/3189/a-simple-tactical-etf-strategy/p1/comment-9745

in this strategy is a daily sma 220.

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Appreciate the the help Michael & Andrea. I still get the error also after adding the ":"

I have a much easier time understanding the code from the post Michael attached - going to swap over to that method. 

Thanks again!

Calvin

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Update Backtest





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