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Very interesting algorithm! I am new to QuantConnect and algorithmic trading. Hope to learn from all of you guys. :)
4.0.8. is below. It shows a compounding annual return of 9762.145%, but again it is overfit for the time period. It does make the top 1% of the community which isn't bad for an algorithm that addresses slippage and unrealistically large purchases.
@Eric, I didn't do anything special to get the data bar, I just selected the backtest with the combo box. Maybe QuantConnect just added that functionality recently.
@Eric its a feature called RuntimeStatistics :) By default we add a few key statistics, and you can add your own with:
SetRuntimeStatistic("Name", value);
https://www.quantconnect.com/docs#Runtime-Statistics
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.
Never mind. Your posting was on the second page. Apologies.
@jared when trying to run this code loive using paper trade for verification, it mentions that code can run only every 15 minutes due to a memory issue. If that's the case, this code would fail as it assuming and checking for the data of the last 1 minute bar, right?
I have printed the entire documentation and I will be reading.
Thanks,
I am trying to run live (paper trade) this code for first time but I cant see why the error. It seems everytime is in a different location as per the log... In short, it runs the backtest but fails on live mode.
Also, I am using the previous version, the simple one, just to make it simplistic, since I am not able yet to find the issue when running live. It seems everytime is in a different spot. Did you ever put this to run live via the paper trading?
thank you guys!! awesome tool!!
No, I haven't tried it live via paper trading.
Has anyone tried this algorithm live and been successful yet?
I tested in paper trading for 3 months, 16.31% so far... Can be improved!
Weird, tried that out and got very bad results, maybe i am doing something wrong, as i a newb here.
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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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