Hi,

I am utilizing the algo framework with a fine universe selection model, custom alpha model, and equal weight portfolio construction model.

I noticed that my algorithm will liquidate my position of a security once that security is removed from then universe even though the insight is still valid, The result is, my position is always forced to be closed out in the next morning (9:31am, my resolution is minute) no matter how long my insight is valid for…

If there a way to prevent that from happening or am I missing something?

Author