Hi all,
I'm trying to use the algorithm framework for the first time, and am successfully adding securities from a custom data source to the universe, but for some reason I have not been able to get any action out of the alpha module or additional modules of the framework.
From reading docs and speaking with people on the Discord it sounds like these modules should do their thing automatically when new securities are added to the Universe.
I added a "self.Log(…" into the __init__ section of the alpha to create an error as its initialized, and this only stopped the algorithm when I moved the whole class into the main file, which makes me think that I'm not adding/initializing the alpha module correctly (though it's currently following the docs, I've played around with doing it other ways which also causes errors).
Outside of the universe selection, everything is mostly out of the box from the QC GitHub – any guidance would be appreciated.
Louis Szeto
Hi Tomes
There was a off-the-shelf RsiAlphaModel in LEAN. Please change the name of your Alpha Model in order to initialize it. Note that it is not inherited from QCAlgorithm, so self.Log wouldn't work there.
Although your Alpha Model might have sent out signals, there is no follow up action on how do you use these insights. The problem comes from here:
You actually should use them in order to construct a portfolio and execute trades with the insights. Setting them as null models were telling your algorithm to not do anything with insight signals and ordering actions.
Also, you should set warm up to get the indicator ready.
Best
Louis
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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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