I am trying to develop a strategy that looks for when the Williams Percent R is oversold, and buys it with a 2:1 profit to stop loss ratio. I am only getting a few transactions over the year backtest. I believe I am doing it on minute data, and I want to get 5-7 transactions a day. I am not sure why it is trading infrequently. I am new to C# and Quantconnect. I have just come over from Quantopian. I am really enjoying the speed of backtests, and I feel like it will eventually get easier.
Trading Infrequent
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In this strategy, you are looking for a 2% profit or a 1% loss.
Is SPY volatile enough for 5-7 trades with that range? Since it is only placing buy orders, I believe that, at best, we would get 5 trades if we had 5 losses. That means SPY would have to drop 5% in a single day.
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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.
Hey Eric,
If you are new to C#, I have a good news for you. You can run Python on QuantConnect!
I converted your algorithm into python, and here is the doc for python.
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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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