Hello

I am having trouble with my risk model when incorporating it in the algorithm framework. 

The risk model (MaximumDrawdownPercentPerSecurity) seems to liquidate the correct tickers, at the correct time, but the day after the risk model has liquidated the ticker, the insight is still active, and will buy the security back. This is not what i inteded. I inteded to liquidate the security, until the next rebalance kicks in. I have tried to incorporate the risk model in the alpha, but with no luck. Any suggestions on how i can implement the logic?

Thank you

Lucas