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Hi
I'm trying to submit my algorithm to Alpha Stream. Firstly, this error was displayed when I try to submit: "Sorry, this backtest does not use the algorithm framework"
With some googling, I understand QCAlgorithmFramework should be used from this forum thread:
There's a github link with some code, but not much explanation on using the QCAlgorithmFramework. Please point me to documentation for working with this framework in Python.
Lastly, may I know why can't a normally built algorithm be submitted for Alpha stream? What is the significance of using QCAlgorithmFramework?
Thanks
KaydenCheung
Additional info:
My algorithm enters between 0 - 50 positions at market open and liquidates all positions 90 minutes before close. Individual positions may liquidate anytime if their stoploss is reached. No overnight positions are held.
PS: Is there an edit button on this forum?
Michael Manus
you can edit your own posts only in a 5 minute window after posting....after this few minutes it is over..... no editing allowed :(
as Jared suggested that they are working on their framework all day and night you should clone it once again
https://www.quantconnect.com/forum/discussion/3682/algo-framework-etf-momentum-rebalancing-using-mean-variance-optimization
KaydenCheung
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