Start New Discussion 
Community Tutors 
Book Tutor
Back
Reward Discussion 
Using this insight generator based on pairs trading, I do not know where to start trailing stop loss. Or stop loss. I have put on a trailing stop loss before but do not know anything about insights when it comes to even setting up them. If anyone could tell me where my stop loss should be and where in the documentation I can find it, that will be helpful. Thanks!
1
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.
0
Hi Gage,
To add a trailing stop loss to a framework-style algorithm, we can utilize the TrailingStopRiskManagementModel. Since this is a pairs trading strategy, we would need to customize the model to liquidate both securities when the stop level is reached.
Note that the alpha model will still continue to emit insights for securities that have been liquidated by this risk management model but still satisfy the alpha model decision logic. This can lead to violating the separation of concerns design principle. Refer to this related thread for more information.
To learn more about insights in general, review our Alpha Creation documentation.
Best,
Derek Melchin
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.
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.
0
Loading...
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
Send an award to
+
+
Choose a Credit Pack
QuantConnect Credit (QCC) can be applied to your cloud-invoices or gifted to others in the community with Community Awards in recognition of their contributions. Community Awards highlight the awesome work your fellow community members are doing and inspires high quality algorithm contributions to the community. Select an option below to add QuantConnect Credit to your account:
$10
1,000 Credit Points
$20
2,000 Credit Points
$48
5,000 Credit Points
5% bonus
$232
25,000 Credit Points
8% bonus
Billing Summary
| Credit Pack |
| Total |
