Hi, I need Help with my Strategy. I would like to set the rebalancing time to one quarter (or 90days) and no adjustings in between. After searching through the Community and the Documentations I believe the "SetAlpha" and "SetPortfolioConstructions" Functions are the Problem.
I hope someone can help me out with this!
Louis Szeto
Hi Justus
The variable “self.nextRebalance” was never updated, nor the method rebalance was ever called. Thus, there will be daily rebalancing activities due to universe change. We recommend refactoring by the above logic, and set
Best
Louis
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Justus Dittmar
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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