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Need some help with Alpha Model implementation

Hey everyone, 

I want to move my algorithm to the Alpha Framework and encountering some problems. 

I get a NullReferenceException, but I cannot see where the problem is. 

Attached is a shortened version of the algorithm:

Update Backtest








0

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Hey Lukas,

You're getting a null reference error because the Update method expects you to return a list of insights, however on lines 39 and 42 you're returning None.

if d1 or d2 or d3:
return
if self.month == algorithm.Time.month:
return

Instead you should define insights earlier and return insights.

# initialize insights
insights = []
....
if d1 or d2 or d3:
return insights
if self.month == algorithm.Time.month:
return insights

I also made some other changes. Instead of using the helper method algorithm.MOM to define self.mom, I defined a Momentum indicator and then registered it to a daily consolidator. This way we can remove that consolidator from use if that security is removed from our universe. This will make our algorithm more efficient.

1

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.


Update Backtest





0

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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