Hello,
I'm trying to add in a flat insight that will fire when the unrealized profit reaches 2%. It doesn't seem to be working on this backtest though. I believe the flat insight is not working because the first buy is for 562 shares. Then the second buy is for 1086 shares. Then the third buy is 1519 shares, the fourth buy is 1916 shares, etc. I want it to buy close to 562 shares with every single buy order. How could I fix this algorithm to accomplish that?
Thank you!
Sean
Louis Szeto
Hi S O'Keeffe,
The reason for increasing order has been answered in my reply in the other post. You may change the weight of the up-direction insight in my backtest to get your desired order size though.
Since it is the same algorithm, let us continue our discussion in the original post.
Best,
Louis Szeto
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S O'Keeffe
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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