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I have been working on a couple different algorithims for the past year and have backtested them all extensivily and they always give me the similar out comes. Today I backtested pretty much every algorithim I have and they all are performing considerably lower than before. Big changes like going from %100 return to -10% return I have old backtest of the exact same algos from as early as last week. Im not sure what I am missing here or if something has changed from the previous backtest or which numbers to trust.
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It would be easier to address this problem if there was an algorithm to reference.
In the meantime, the QuantConnect team is looking into this situation. The algorithm, however, would allow the team to monitor the changes and algorithm performance in order to gauge the impact of new features and/or bug fixes.
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Is there a way to share it privetly?
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Hi Jacob! You can share privately via the support tab on the left side of the IDE.
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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.
Perfect I have used the support tab to submit the issue.
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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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