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Hey
suppose I create simple Algo with universe selection, then I emit insight with immediate Execution and set Risk management to maximum drawdown, let's assume 10%.
I will set :
self.UniverseSettings.Resolution = Resolution.Dailybecause that's enough for the insights,
I've noticed that the risk management did not work properly and thus the real results might be very different, in other words:
is there a simple way to set risk management work with minute resolution while the rest of the algorithm work with daily resolution
Jared Broad
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Ofir Shmulevich
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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