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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?
Jack Simonson
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.
Filib Uster
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