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How is the execution frequency in the Algorithm Framework defined? E.g., how can I set a monthly execution time for the AlphaModel Update method and all subsequent steps?
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Jack Simonson
Hi Filib,
I answered your similar question on this post, but, briefly, Update() is triggered at the frequency of the data to which the algorithm has subscribed (i.e. Daily, Hour, etc). You can work around this on a custom basis, and I've added an example of this and addressed your question about Rolling Windows in this post.
Filib Uster
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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