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I have an app that uses the Algorithm Framework and it it has a class based on the EmaCrossAlphaModel where I have added some code. In the Update() call it returns an insight.
According to my logs, it is returning an insight of 0 length2020-02-04 to 2020-06-02.
According to my orders, it is placing buys (sells are due to the stop loss I assume) on 2020-03-03, 2020-03-07, 2020-03-10, and the list goes on for 4 more buys.
What would cause these buy orders?
thanks - dave
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Varad Kabade
Hi David Thielen,
The above algorithm generates one insight with the direction Up and validity of 12 days, and the subsequent orders are placed by the PortfolioConstructionModel and the RiskManagementModel and the algorithms keeps on buying during the above days because the insight is still active.
Best,
Varad Kabade
David Thielen
Hi Varad;
Thank you. With this I now understand. I do think you need to document this front and center as it's counterintuitive, at least to me, that a newer insight does not replace an older one.
thanks - dave
David Thielen
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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