Ref: 

I cloned the algorithm given by the staff member. What i see is, if the rebalancing is set to 4 weeks, the first security is purchased after 4 weeks. If it is set for 2 weeks, the first security is purchased after 2 weeks only. I am a little confused on what does rebalancing exactly do?  Ideally I would assume that when the algo receives an insight, it should trade, but only rebalance the portfolio as per the our rebalancing setting. What am i missing?