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Feel like I've got to be missing something....

My backtest is putting my algo at #1, but I just got into this 3 months ago and I swear I'm not that good. Am I missing something?

https://www.quantconnect.com/reports/764a6956ba83651b858161f94857d9c3

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Same on USDCAD https://www.quantconnect.com/reports/c305a316bee2ed694f1d319c5e11f9b5

It's not over a large timespan because it's using my own data backend.

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Well, these examples aren't great since they're way over leveraged, to put it mildly. Wasn't using SetHoldings correctly. 

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Hey Brian! It does perform well, but the short period makes it appear better than reality since it doesn't see any other market conditions. Normally we don't score with less than a 3 year backtest. 

"because it's using my own data backend" - how do you get a report on QuantConnect.com url using your own data?

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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.


Thanks so much for the reply, Jared. Yeah, I guess I should clarify what I meant by "data backend". My analysis algorithms are running via some applications I've written and deployed on heroku. I'm doing some things with twitter sentiment analysis, and just started collecting sentiment data in November...which is the reason for the shorter timespan. As for the data - I added an api endpoint that I'm calling from quantconnect that retrieves the historical buy/sell signals created by the application, using self.Download(), and then in QC I'm just scheduling according to the signals. Until now I've just been doing practice trades using the Oanda api, and I've needed more robust backtesting, but didn't want to bother rolling my own. SO GLAD quantconnect makes it possible to retrieve that data. I'll probably rewrite the algos so they run on quantconnect, but for now it's nice to be able to pull in the signals.

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Pretty cool! Glad to hear its working for you - would be a great candidate for Alpha Streams.

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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.


Yeah, just was just looking into that. Very cool. I'll work towards that.

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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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