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I am running a backtest on my strategy and seems that the net profit being shown is incorrect.
i am comparing the net profit shown by quantconnect per trade and the profit if I were to price it by hand.
any ideas as to how I can get quantconnect to show me the correct profit ?
It may be due to me using futures data in my backtest.
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Jared Broad
Hey Chris! If you'd like to join the futures beta testing program please join us in the slack channel and report any issues you find there. While futures is in beta we're working closely with users to repeat and fix any bugs found. Join us here: http://qnt.co/slack
Please post an example algorithm to Slack which replicates the reported issue.
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.
Chris Andreou
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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