I am trying to build strategy around framework, so I can later test it over universe of stocks. I am submitting Insight which is available for 3 days from the submition point. The idea was to not submit insight if there was a signal submitted for the last 3 days.
The current problem which I see is that PortfolioConstructionModel is selling/buying even when there wasn't any signal for sell. How can I avoid this and what kind of construction model shall I use?
Not sure why it's selling assets, while there shouldn't be any portfolio re-balance
Backtest attached
Yuri Lopukhov
It sells assets when your insights expire. You can confirm this by changing timeSpanPeriod. You can set this parameter to a very large value and expire them manually when needed.
Ashutosh
Hi Nikolay Zdravkov
You can use the Cancel/Expire methods to cancel an insight you wish to expire manually.
1) To cancel insights, call the Cancel/Expire method with a list of Insight objects.
2) To cancel all the insights for some securities, call the Cancel/Expire method with a list of Symbol objects.
You can refer to this document for more information.
Let me know if you need any help!
Best,
Ashutosh
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.
Nikolay Zdravkov
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!