Removed references to FrameworkBridgeAlgorithm, but kept essential points about adding EmitInsights

Algorithm.Python/ConvertToFrameworkAlgorithm.py

@@ -28,14 +28,14 @@ from datetime import timedelta
 ### <summary>
 ### Demonstration algorithm showing how to easily convert an old algorithm into the framework.
 ###
-###  1. Make class derive from QCAlgorithmFrameworkBridge instead of QCAlgorithm.
-###  2. When making orders, also create insights for the correct direction (up/down), can also set insight prediction period/magnitude/direction
+###  1. When making orders, also create insights for the correct direction (up/down/flat), can also set insight prediction period/magnitude/direction
+###  2. Emit insights before placing any trades
 ###  3. Profit :)
 ###  </summary>
 ###  <meta name="tag" content="indicators" />
 ###  <meta name="tag" content="indicator classes" />
 ###  <meta name="tag" content="plotting indicators" />
-class ConvertToFrameworkAlgorithm(QCAlgorithm):   # 1. Derive from QCAlgorithmFrameworkBridge
+class ConvertToFrameworkAlgorithm(QCAlgorithm):
     '''Demonstration algorithm showing how to easily convert an old algorithm into the framework.'''
 
     FastEmaPeriod = 12
@@ -88,6 +88,16 @@ class ConvertToFrameworkAlgorithm(QCAlgorithm):   # 1. Derive from QCAlgorithmFr
 
             self.SetHoldings(self.symbol, -1)
 
+        # if we wanted to liquidate our positions
+        ## 1. Call EmitInsights with insights create in the correct direction -- Flat
+        
+        #self.EmitInsights(
+            # Creates an insight for our symbol, predicting that it will move down or up within the fast ema period number of days, depending on our current position
+        #    Insight.Price(self.symbol, timedelta(self.FastEmaPeriod), InsightDirection.Flat)
+        #)
+        
+        #self.Liquidate()
+
         # plot both lines
         self.Plot("MACD", self.macd, self.macd.Signal)
         self.Plot(self.symbol.Value, self.macd.Fast, self.macd.Slow)