Hi everyone,

I am trying to use a random forest regression to portfolio balance a set of equities coarse filtered by market cap, volume, simple moving averages, rsi, and dollar volume. The code runs fine in python and I don't get any errors pop up, but each time I run a backtest it shows no orders being placed even when I increase the universe/coarse count. Should I add a fine filter? I am not exactly sure where to go from here.