Order being submitted but no new insights emitted from Alpha model

Based on the information provided in the extracts, it's not entirely clear why the activeInsights variable would be cleared in your algorithm. However, there are a few possibilities that could be causing this issue:

1. Insight Expiration: In QuantConnect, Insights have a duration and they expire after this duration. If no new Insights are generated and the old ones expire, the activeInsights list would be empty. You might want to check the duration of your Insights and when they are expected to expire.

2. Portfolio Rebalancing: In the EqualWeightingPortfolioConstructionModel, the portfolio is rebalanced based on the active Insights. If the Insights go flat/down, the model should re-shuffle the capital to be fully allocated to the remaining active insights assets. If this is not happening as expected, it could be a potential issue.

3. Risk Management: If you have a Risk Management model that uses stop loss logic, it could be generating PortfolioTarget objects with a 0 quantity, causing the Execution model to liquidate your positions. This could potentially clear your activeInsights.

4. Universe Selection: If the Universe Selection model is removing securities from the universe, and you are not emitting flat Insights for these removed securities, they could be removed from activeInsights.

Without more specific information about your algorithm and its behavior, it's hard to provide a more precise answer. I would recommend checking these aspects in your algorithm to see if they could be causing the issue. If the problem persists, you might want to consider reaching out to the QuantConnect community or support for more specific help.

I can see that the insights have expired. In that case, how do I a) extend this or b) switch this functionality off within the algorithm? I dont want the insights to expire.

In QuantConnect, the duration of an Insight determines when it will expire. If you want to extend the duration of an Insight, you can do so when you create the Insight. The duration is typically set as a parameter when creating an Insight. For example, in your Alpha Model, when you create an Insight, you can set the duration like this:

insights.append(Insight.Price(symbolData.Symbol, self.predictionInterval, InsightDirection.Up))

In this line, self.predictionInterval is the duration of the Insight. You can increase this value to extend the duration of the Insight.

If you want to "switch off" the expiration of Insights, one way to do this is to set a very long duration when you create the Insight. However, please note that this might not be a good idea in a live trading scenario because it could lead to holding onto positions for a very long time based on outdated Insights.

Remember, the purpose of an Insight's expiration is to indicate the period over which the prediction is expected to be valid. If an Insight never expires, it implies that the prediction is always valid, which is unlikely to be true in a real-world trading scenario.

If you want to keep positions open even after Insights have expired, you might want to reconsider your Portfolio Construction Model. The Portfolio Construction Model is responsible for determining portfolio targets based on the active Insights. You could potentially customize it to keep positions open even after the corresponding Insights have expired. However, this would require careful consideration and testing to ensure it aligns with your intended trading strategy.