I am currently trying to run a live algorithm using the Alpha Streams brokerage model so I can send insights to a webhook endpoint (I want to handle the rebalance myself since portfolio construction doesn't seem to work with Coinbase). I have ran many backtests, and I can see the algorithm generating insights. However, for the same dates in the backtest, live trading has produced no insights. How is this  supposed to work with live trading? Is there anything you have to do aside from initializing the alpha with SetAlpha to get Insights to be generated during live trading?

Author