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Hi all,
The equity in this test strategy seems to be consistently moving down as a result of trading fees. I believe the algorithm is submitting multiple orders for the same insights. Can anyone help with removing an insight once is has been traded?
Thanks
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Varad Kabade
Hi Nicholas Fitzgerald,
In the above algorithm, we can check whether we have holdings for security before emitting insight in the Update method of the Alpha model class. E.g.:
Refer to the attached backtest.
Best,
Varad Kabade
Nicholas Fitzgerald
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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