Hi everyone,
I'm new to QuantConnect and I'm getting to grips with its features; I'm mostly making mean reversion strategies and it's going great! However, when I backtest these algorithms, I cannot find my exposure. Usually when I research others' strategies online, they have a percentage showing the amount of time out of the total time they were in the market, which can often be an important factor when deciding how effective a strategy is. Can QuantConnect do this and if so, how? Appreciate any feedback you can offer,
Kind Regards,
Louis Szeto
Hi Soodocode
We have a visual chart that can be activated for exposure in backtest environment for visual tracking. For precise tracking, we suggest setting up a variable to track that in the algorithm to aid trading decisions. Please check the attached example. Note that it also includes overnight and non-trading day periods.
Best
Louis Szeto
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.
Soodocode
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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