Hi,

When switching to Live paper trading, I am wondering about the execution timing and order of the portfolio. In my backtest all works fine but in Live/paper the trades are not executed.

I read through the Live trading documentantion but still had two questions:

1. Is it fair to say that Universe Selection is automatically executed between 4-7AM ET each day? Are the AlphaModel, PortfolioConstruction and ExecutionModel then executed sequentially after the universe selection has been completed or is a scheduled event required to construct the portfolio?

2. In addition as of what time in the evening are the close prices available for extended market hours?

 

class TestAlgo(QCAlgorithm): def Initialize(self): # initialize all parameters # .... self.UniverseSettings.Resolution = Resolution.Daily # Leverage Algo framework for execution self.SetUniverseSelection(MyUniverseModel()) # Leverages coarse and fine of FundamentalUniverseSelectionModel self.SetAlpha(MyAlphaModel()) self.SetPortfolioConstruction(MyPortfolioConstructionModel()) self.SetRiskManagement(MyRiskManagementModel()) def OnData(self): # leverage algo framework instead of OnData pass

 

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