All of my algorithms at this point have just been built from scratch from the basic template. I was trying to extract insights from the modules and use them in conditional statements for rebalancing (at the start of the week for example). How would I schedule this to ensure that excessive trading isn't occuring. As of now I am just playing with this one on a group of tech heavy NASDAQ stocks:
self.AddAlpha(EmaCrossAlphaModel(10, 180, Resolution.Minute))
Thanks as always for any help!
Samuel Schoening
That was Resolution.Daily - not that it matters really
Shile Wen
Hi Samuel,
One idea is to create a custom alpha model or extend/customize the EmaCrossAlphaModel. Another idea is if you already have code in the Classic style with the correct logic, you could try converting it to the Algorithm Framework using this documentation.
Best,
Shile Wen
Samuel Schoening
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