I'm new to the site, but not new to quant strategies. I'm trying to apply my ideas using the QC models for construction, execution, etc. What I'm trying to accomplish is to go long, and liquidate a stock when my indicator goes below 0. As long as it's positive, stay in, and once it goes below 0, flat the stock until the indicator goes positive.

Using the provided equal weighting model, the stocks aren't being held. The model is buying one day and selling the next, not holding. Do I need to use the construction and execution models provided to get my alpha approved, or can I implement my own strategy in my QCAlgorithm class with OnData and onSecuritiesChanged?

Is the only coding requirement that I have these?

//1. Required: Five years of backtest history
SetStartDate(2014, 1, 1);
//2. Required: Significant AUM Capacity
//3. Required: Alpha Streams Models:

I'm leaving out Alpha score and Sharpe, etc, since those are part of the review.
Just talking from a coding perspective.