All of my algorithms at this point have just been built from scratch from the basic template. I was trying to extract insights from the modules and use them in conditional statements for rebalancing (at the start of the week for example). How would I schedule this to ensure that excessive trading isn't occuring. As of now I am just playing with this one on a group of tech heavy NASDAQ stocks:
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self.AddAlpha(EmaCrossAlphaModel(10, 180, Resolution.Minute))Thanks as always for any help!
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That was Resolution.Daily - not that it matters really
Hi Samuel,
One idea is to create a custom alpha model or extend/customize the EmaCrossAlphaModel. Another idea is if you already have code in the Classic style with the correct logic, you could try converting it to the Algorithm Framework using this documentation.
Best,
Shile Wen
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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