I am using an alpha framework, I have my alpha model which generates insights and the TrailingStopRiskManagementModel for for my management model. I noticed that when the trailing stop for say stock A is trigger, my position in stock A is liquified correctly. However, when my alpha model generates a new insight and my portfolio is rebalanced. A buy order is create for stock A. I imagine this is because there is still an active insight for stock A. Is it possible for the RiskMangamementModel to de-active insights or produce a flat insight once it has been triggered?
Louis Szeto
Hi Keith
Sorry for the delay. It is possible to emit flat insight as needed by plugging in the TrailingStopRiskManagementModel's code into an alpha model. Please find the attached backtest for reference.
Best
Louis Szeto
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Keith Forward
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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