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I am trying to understand what caused the large change in backtest results run over the weekend. This is a backtest on a licensed alpha stream strategy, thus I cannot post the actual backtest itself but instead have included a screenshot:
Was this potentially caused by the maintenance that occurred on Friday?
Are changes allowed to alpha market stream strategies without formal updates to the version history?
Thank you for any insight.
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Johnathan Alexander
Unfortunately it does not appear that my image attached correctly so I have hosted it elsewhere:
https://i.ibb.co/NSsCk9Z/backtest.pngJared Broad
There was an issue with daily data a few days ago which we resolved. I think most likely you were running this backtest when the daily data was truncated.
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.
Johnathan Alexander
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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