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How to use NullAlphaModel

Hello,

   How does one use a NullAlphaModel with the other elements of QCAlgorithmFramework?  It seems that a normal AlphaModel will return an array of Insights in the Update method of the AlphaModel, and that these are automatically passed along into the RiskManagement and ExecutionModels.  With a NullAlpha model, how do I pass this array of insights into the ExecutionModel?

Update Backtest







With the NullAlphaModel, we do not pass an array of insights into the portfolio construction model. We simply construct the portfolio based on the available securities.
This logic can be extended to any model type since all framework (but Portfolio Selection) models can access the available securities through OnSecuritiesChanged event handler.

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For anyone else who has this problem, Alexandre answered another question I asked in a separate thread, where I went about solving my problem in a different manner.  Here's a link to that thread in case anyone comes across this post with a similar problem.  Thank you Alexandre!

https://www.quantconnect.com/forum/discussion/4899/how-to-get-custom-alpha-model-to-once-per-day/p1

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Update Backtest





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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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