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Hi,
I have a custom AlphaModel, recently found out the insight I return always needs to know when the closing time will be.
What if I dont know the time, instead closing will happen based on the stock price.
Thanks for any suggestions.
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Derek Melchin
Hi Wu,
We recommend emitting insights at every timestep, just changing the direction when needed. Refer to the Ichimoku Clouds in the Energy Sector tutorial for an example.
An alternative approach is to emit the first insight using an estimated guess for the closing period, then emitting a flat insight with the same closing period when the trade should be closed.
Best,
Derek Melchin
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.
Wu
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.
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