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Modifying Algorithm for Alpha Stream (Python)

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: 

https://www.quantconnect.com/forum/discussion/3135/setting-up-an-alpha-streamhttps://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateFrameworkAlgorithm.py

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

Update Backtest








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?

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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

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Update Backtest





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