I'm new to the Quantconnect platform. I am researching a cloned algorithm from Quantpaedia. When I backtest the algo and set the start date to 01-01-2019, it only places trades 5 months later. When I tried live paper trading, no orders were placed. I cannot figure why no trades are executed at the start date.

I suspect it is to do with self.lookup_period, for which I cannot find any documentation on this class. Also if I set the start date to 16-07-2020, how can I get the algorithm to trade on the 16th of every month?


Thanks in advance!