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Hi. Im new to quantconnect. But its little confusing. Why quantconnect doesnt have standarized backtest template?
For example I want to set the rebalance to be monthly using algorithm framework. Because I dont know how to do it I tried every single code in all quantconnect discussions about monthly rebalance. And all code gives very different sharpe ratio ranged from 0.02 - 1.2 for my same code.
I wish quantconnect have a standarized backtest template, so all the result in research section is useful. Currently its not useful at all because it can give good/bad result depending on the author backtesting condition.
Erik a.
Another confusing part is the docs: If you see the documentation of “Equal Weighting Model” in Portfolio Construction. It stated one of the prameters is rebalance. And seeing the source this rebalance accept timedelta, date rules or Resolution. But it wont work if you do something like:
And i just realized from reading in forum, it needs Alpha to make it work. Which is doesnt make any sense for beginner. Alpha is Signal. rebalance is “Portfolio Construction” parameter. Why it needs depend on the other to make it work? why not make rebalance to be parameter of Alpha? In novice mind “Portfolio construction” is really a separate from Signal thus it separated too with Alpha. Why dont make it simple to set the rebalance period? I seen many forum thread many people strugling about this too.
I hope QuantConnect team make it more simple like they do when combining Fine & Coarse. Its really make it more easy to understand. Previously it so confusing on why you need to separate fine and coarse filtering.
Erik a.
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