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Hello All,
Sorry for the noob question, but are the trades associated with an insight supposed to close automatically when the insight expires? In the attached backtest, my insights are only opening my trades and not closing them after the insight expires.
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Louis Szeto
Hi Garrett
When we're using insight as an order signal, we don't need to explicitly place an order by .MarketOrder. Likewise, we should not place orders in Alpha, Portfolio Construction and Risk models. Instead, it is necessary to set a Portfolio Construction Model to handle the insight signals for trading. It'll enter and exit the position based on insight expiration. Please check the attached backtest.
Alternatively, the classic approach could also work if an exit trade was set.
Best
Louis Szeto
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.
Garrett Grow
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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