Is there a way at this time to add a custom, or even a pre made alpha to the framework allgorithim. Wanting to add a varaition of the displaced moving average ribbon and I cant seem to get it to work. Anything that im missing?
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Is there a way at this time to add a custom, or even a pre made alpha to the framework allgorithim. Wanting to add a varaition of the displaced moving average ribbon and I cant seem to get it to work. Anything that im missing?
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Alexandre Catarino
Hi Ben Newsom
Please check out the docs, under Alpha Creation, for more information about alpha models.
The main goal of the Algorithm Framework is that quants like you write your custom alpha models.
John Radosta
Hi, I looked through the docs and I can't find how to import a custom alpha from my algorithm lab. How would you structure the import statements to add the Custom Alpha?
Jack Simonson
Hi John,
Can you provide a backtest example of what you're trying to do? The easiest way to add an Alpha model to your algorithm is to put the class code in the main.py file or create another file in the project and import it locally. For example, if you have a file named MyAlphaModel.py in the project where you've named the Alpha model MyAlphaMode, you can import it like this.
from MyAlphaModel import MyAlphaModel
The pre-built Alphas, such as the RSI Alpha, can be added using
from Alphas.RsiAlphaModel import RsiAlphaModel
You can find the pre-built Alpha models here.
Ben Newsom
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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