Hello !

Does someone knows why this algorithm is stuck and can help to fix it.

Thank you 

from datetime import timedelta, datetime
from Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel
from QuantConnect.Data.UniverseSelection import *

class HorizontalQuantumCompensator(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2019, 8, 10) # Set Start Date
self.SetCash(100000)
self.AddUniverseSelection
self.UniverseSettings.Resolution = Resolution.Daily
self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw
self.SetAlpha(MOMAlphaModel())
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(ImmediateExecutionModel())
self.AddUniverseSelection(LiquidValueUniverseSelectionModel())

class LiquidValueUniverseSelectionModel(FundamentalUniverseSelectionModel):
def __init__(self):
super().__init__(True, None, None)

def SelectCoarse(self, algorithm, coarse):
sortedByDollarVolume = sorted([x for x in coarse if x.HasFundamentalData],key=lambda x: x.DollarVolume, reverse=True)
return [x.Symbol for x in sortedByDollarVolume[:200]]

class MOMAlphaModel(AlphaModel):
def __init__(self):
self.SMAS = []
self.SMAL = []
self.RSI = []
def OnSecuritiesChanged(self, algorithm, changes):
for security in changes.AddedSecurities:
symbol = security.Symbol
self.SMAS.append({"symbol":symbol, "indicator":algorithm.SMA(symbol, 20, Resolution.Daily)})
self.SMAL.append({"symbol":symbol, "indicator":algorithm.SMA(symbol, 50, Resolution.Daily)})
self.RSI.append({"symbol":symbol, "indicator":algorithm.RSI(symbol, 14, Resolution.Daily)})
def Update(self, algorithm, data):

for s in symbol:
SMA20 = self.SMAS.Current.Value
SMA50 = self.SMAS.Current.Value
RSI = self.RSI.Current.Value
if SMA20>SMA50 and RSI < 30 :
return Insight.Group(
[Insights.Price(self.SMA20.Symbol,timedelta(1),InsightDirection.Up)])
if SMA20<SMA50 and RSI > 70 :
return Insight.Group(
[Insights.Price(self.SMA20.Symbol,timedelta(1),InsightDirection.Down)])