Back

Limits of QuantConnect

I am new to QuantConnect. I am a Tradestation refuge. Can QuantConnect run one non trivial strategy (e.g. double bottoms) on 1 minute bars for large number of instruments (500 member of S&P). I have strategies that only trigger once a month and have to run them on large number of instruments.
Tradestation and Multicharts (which are easylanguage based) start to choke at around 50 instruments. I have tested Ninjatrader (C# based) but only
up to 20 instruments.
Its not the limits of the hardware that is the problem...code is not written to take advantage of hardware. I have run programs on 8 core with 16GigaByte RAM and with 64 Gigabyte RAM.
Update Backtest








Welcome @PetrosKontzamanis! We're continuously improving the backtesting speed, but there's always room to improve. The engine currently does 350k data points per second but we're aiming to improve this over the next few months.

The Lean engine runs on 4-5 parallel threads; data is piped synchronized into memory. QC's website cap's the RAM usage of an algorithm to 1GB. We don't support automatically picking a universe of symbols yet, its on the todo list though!
0

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.


Jared I appreciate your candor. You code is similar to NinjaTrader so I will learn quickly. I will code and post double bottom (and Top) with varying width (number of bars wide) and height in term of ATR's. I will run on cloud and on local machine to compare. As a courtesy I have subscribed to QuantConnect. Thanks again.
2

Update Backtest





0

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.


Loading...

This discussion is closed