Hello,
Could somebody help me understand a little more about insights?
I have an algorithm which is contest-eligible, but even though it trades every day it says the insight count is 0. Why is this?
Thank you,
Alex
QUANTCONNECT COMMUNITY
Hello,
Could somebody help me understand a little more about insights?
I have an algorithm which is contest-eligible, but even though it trades every day it says the insight count is 0. Why is this?
Thank you,
Alex
Hi Alexander:
I'm not with QC so apologies in advance if I misspeak on anything.
Could you share the code please? I can only make assumptions without the code.
With that said, it sounds like you are submitting your orders without creating insights.
When you generate a trade signal (your algo determines it is time to enter a position) do you use EmitInsights() or, if you're using the Framework Algorithm, do you use the Update() method? Or do you immediatly use MarketOrder() or LimitOrder() or something else?
If you're jumping straight to the order, than consider adding EmitInsights() as this would be the easiest way to make your algorithm eligible for competitions and licensing.
You could also use the Update() method within the framework, but I imagine that you could just add a line below your orders that submits an Insight. Alternatively, your insights could feed your order execution model, but depending on the structure of your algorithm this wouldn't be as easy.
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