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I'm trying to run a basic example of the framework working using the built in models. I've setup an EqualWeightingPortfolioConstructionModel for three securities. It results in 0 trades. What am I missing?
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Vivid
InsightDirection.Flat is your problem, you should try it with InsightDirection.Up
SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Flat, TimeSpan.FromDays(1)));Robert Graves
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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