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Hi allI'm trying to use `SetHoldings` to submit a trade on IB paper testing, but the quantity it sub.. [discussion]

Trend-following ETF strategy using risk optimization and monthly rebalancing.

Protective Momentum strategy combines momentum signals with risk management and portfolio optimization.

We are starting this new discussion for sharing an updated version of the momentum strategy from And.. [discussion]

Set_holdings with random weights underuses equity. Use `Normalize()` for full allocation.

Summarize your strategy to attract investment and promote engaging discussions.

Experiencing post-only errors for IBKR MOO orders; disabling post-only doesn't help.

Having issues with SPY RSI in LEAN v2.5.0.0. Fix needed for RSI readiness and crashes.

Learn AI trading with 19 strategies in "Hands on AI Trading with Python, QuantConnect, and AWS".

IBKR MOO order error: remove post-only attribute.

Issue with IBKR MOO order: "On-Open order cannot have post-only attribute." Any fixes?

Use an API to auto-fetch news events and pause trading before major announcements.

Implementing custom alpha model in QuantConnect: Use data library, backtesting framework, and order execution capabilities effectively.

"BTCUSD minute data anomaly on 2019-10-31; unusual closing prices from 17:01-17:09."

Benefits of continuous futures: smoother data for backtesting and simplified contract handling.

Momentum Reversal: Monthly rebalance, top 1000 US stocks, focus on medium-term momentum & short-term reversal.

SPY Mean Reversion backtest fails with a "null object" error, no detailed message available.

Unable to fetch 23hr GC futures in notebook. Extended hours flag ineffective. Any solutions?

Algorithm crashed due to full logs. How to clear and set rolling logs?