Hi all,

when using the framework, one key part is to generate insights which are used to generate orders.

Besides the symbol and the direction a period is necessary for inside creation.

Insights.Add(Insight.Price(Symbol, insightPeriod, InsightDirection));

What is about algos which depend on distinct events like crossovers or other indicator values, where a period can not be determined beforehand. e.d. buy on SMA(short) > SMA(long), sell on SMA(short) < SMA(long).

How to create Insights or in general framwork components for such algorithms?

Is this style of algorithms meant for the framework at all?