Disabling Short Positions in Portoflio.

Hi Mauricio,

For this you should modify code in the alpha model itself.

Instead of importing the alpha model, what you can do is add it into your main file.

In the Initialize you do this;

And then you simply copy/paste the alpha model code into your main.py file, like this;

This is where you find the alpha model.

Then here;

You either remove the elif condition entirely or try changing it to “InsightDirection.Flat”

You can play around with this as you wish but this “InsightDirection.Down” is what makes it go short..

You might have to read through the alpha model code for a bit and try a few things to achieve whatever is your desired outcome but this should work.

Also the “if direction == sd.PreviousDirection: continue"

might cause some problems.

If you have any further questions please let me know 

Mauricio Hernández Durán

Try this one, it is long only