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Hi,
I have been using EqualWeightingPortfolioConstructionModel.py for a while, and it has been working without any trouble. But I see that it stopped working after 20 March 2025. Do you have any clues?
It works fine during backtesting, but does not work on live. I have also tested it with TradeStation, which has the same behavior.
regards,
Avi
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Mia Alissi
Based on what I investigated, here's what you might consider checking to resolve the issue with the
EqualWeightingPortfolioConstructionModelin live trading, especially after March 2025:Rebalance Frequency: Ensure that the
rebalancefrequency is set appropriately for your live trading environment. By default, it'sResolution.DAILY, but it may be worth checking if a custom rebalance period is needed.Live Environment Discrepancies: There might be differences between the live and backtesting environments that affect operation:
Logs and Debugging: Implement detailed logging in your algorithm, especially around the portfolio construction actions, to determine if any specific insights or trades aren't being executed and why.
QuantConnect and TradeStation Updates: It's worth checking if there have been any relevant updates or changes on the QuantConnect platform or TradeStation integration around March 2025. Sometimes platform updates can introduce unexpected behaviors.
Error Messages: Investigate any error messages or warnings in the QuantConnect cloud logs that might provide additional information.
Iterate with Testing: Adjust the historical settings for testing purposes and compare with live results to better diagnose discrepancies.
By addressing these areas, you may identify the specific reason why the strategy stopped working after March 2025, particularly in the live trading context. If more specific code adjustments or debugging tips are needed, let me know!
Sources: Getting Started - QuantConnect.com, Object Store - QuantConnect.com, Getting Started - QuantConnect.com, Opening Range Breakout for Stocks in Play, Sector Rotation Based On News Sentiment
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.
Avi Dix
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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