I really like the Algorithm Framework in QC University for all the pieces in there but by reading all the code I found it not to be in par with current API so I have updated the code with most recent API and change it to self select stocks. 

Before I even start working on my alpha I wanted a solid framework for risk managment and exits. As the backtests shows below this has much lower beta and sharpie ratio this can be mere coincidence but this is only the first step. 

Let me know what you guys think would really appreciate if you have comments on how to improve this code. 

Jared let me know what changes are required so we can put the updated version in University.