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How can I rebalance once a month on the first trading day, using the Framework Algorithm?

The following template framework algorithm 

class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):

def Initialize(self):

# Set requested data resolution
self.UniverseSettings.Resolution = Resolution.Daily
self.SetStartDate(2018, 1, 1) #Set Start Date
self.SetEndDate(2019, 3, 5) #Set End Date
self.SetCash(100000) #Set Strategy Cas
self.SetUniverseSelection(QC500UniverseSelectionModel())
self.SetAlpha(MacdAlphaModel(12, 26, 9, MovingAverageType.Simple, Resolution.Daily))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(ImmediateExecutionModel())
self.SetRiskManagement(NullRiskManagementModel())

def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Filled:
# self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
pass

Has a mimimum rebalancing frequency of once per day, apparently. How can I set the same algorithm up, such that the minimum trading frequency is once per month, on the first trading day of each month? 

 

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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.


Hi Filib,

Please see the responses we've made to your other recent posts regarding this topic. If the suggestions made don't resolve the issue, then please respond to one of those forums so we don't have too many parallel discussions on the same topic going on all at once.

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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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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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