Runtime Error: Object reference not set to an instance of an object.

Hey Andre Meeusen,
The Update method in AlphaModel should always return a list of insights(can be empty), but the above algorithm returns null/None; hence the above error.
 

if self.history.empty:
                return 

Should be changed to.
 

if self.history.empty:
               continue

Refer to the attached backtest for reference. Note that with this change, the attached backtest still throws an error for insufficient buying power. This is because of the Custom PCM model.
Best,
Varad Kabade

Thank you so much, that worked.

Also the PCM I adjusted with;

if len(self.targets)>0:
           return self.targets

That way, I believe, only once a day targets are set, and the algo doesn't throw the insufficient buying power error.

The also still doesn't do what I want it to do (buying a portfolio of 100 assets daily in the morning, and selling it the same day just before closing, with the weight of each asset depending on the momentum of the previous day), but I am getting closer (any hints are welcomed:) ).

I attached a backtest with my changes for whomever it might help also

Again thank you.