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Hi all,
My code is functioning however no insights are being emitted. I'm not sure if this is a fault of the logic, or maybe the Alpha Model isn't receiving the data from the universe. The universe functions independently and generates a list of symbols to be traded so the issue is not there. Can anyone help?
The universe scans for stocks once a month in which the bollinger bands are within the keltner channels. The alpha model then attempts to detect when the bollinger bands exit the keltner channel to then generate an insight. I'm honestly stumped and can't work out why the model doesn't function. Any help would be very much appreciated.
Please and thankyou.
Nicholas Fitzgerald
After running a series of tests using different alpha models and some modified versions of my own, I believe the issue is stemming from the indicator values not being applied correctly to the symbols. This seems apparent as when testing some simple logic such as:
if sd._bollinger["UpperBand"][1] == sd._bollinger["UpperBand"][1]:
insights.append(Insight.Price(sd.Security.Symbol, self.insightPeriod, InsightDirection.Up))
The alpha model still generates no insights. Am I making a mistake in my SymbolData class? Can anyone see something I am missing to instantiate the indicators or an error in how the indicators have been applied?
Any help would be very much appreciated!
Varad Kabade
Hi Nicholas,
The issue has been resolved in the following thread.
Best,
Varad Kabade
Nicholas Fitzgerald
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