Start New Discussion 
Back
Reward Discussion 
Under the actual trades that my algorithm produced, I can see that sometimes it prints 1 and sometimes it prints the numerical number of shares. Is there a reason for this. Is it actually only purchasing one share?
1
0
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
0
You are correct - the algorithm is only purchasing one share. The reason for this is because the algorithm is not switching positions. When the line:
if self._EMA.Current.Value >= self.Portfolio["SPY"].Price and not self.Portfolio.Investedis not satisfied, the algorithm holds AAPL. As seen from the backtest above, this position is maintained for the entirety of the algorithm. SetHoldings is a helper method that determines the quantities needed to maintain the portfolio allocation. When this quantity fluctuates, by +/-1, the trades get executed.
0
0
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
0
Loading...
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
QuantConnect™ 2023. All Rights Reserved