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I cloned the algorithm given by the staff member. What i see is, if the rebalancing is set to 4 weeks, the first security is purchased after 4 weeks. If it is set for 2 weeks, the first security is purchased after 2 weeks only. I am a little confused on what does rebalancing exactly do? Ideally I would assume that when the algo receives an insight, it should trade, but only rebalance the portfolio as per the our rebalancing setting. What am i missing?
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Shile Wen
Hi Rakesh,
I was unable to reproduce the issue. Please attach a backtest that reproduces the issue.
Best,
Shile Wen
Rakesh Gopal
Thanks for your reply. The code is just a clone of your code. I have just modified the delta to 2 weeks and 4 weeks. I have attached 2 backtests as repro.
Rakesh Gopal
Attached the backtest of your cloned code (Only change is delta is set to 2 weeks and 4 weeks)
Rakesh Gopal
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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