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Telegram bot for QuantConnect algorithms

Hi,

Doggie52/QuantConnect-Telegram-Bot

I've been working a bit on a (very basic) Telegram bot for QuantConnect algorithms. For QuantConnect deployments, it can only display $ NAV. For Oanda accounts, it can display a greater array of information.

Looking for some input regarding what functionality to add! Feel free to raise Issues or contact me directly. Hopefully it's of some use to someone.

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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.


Wow. I think this will be very valuable. My thoughts (in general) may be somewhat useful:

  • For long term strategies, I personally would want to be notified of every trade. And have the bot provide some statistics as well with such notification such as (since inception): realized % PL, perhaps realized sharpe ratio, and %PL/month. Which would allow me to get a feel for how the algorithm is trending in various market conditions.
  • If one can query the bot directly, it would be useful to get a list of one's current positions, as well as the stats.
  • For intra-day strategies, I would prefer a daily summary of activity, including daily statistics as well as the longer-term ones.
  • Finally, I think it would be worthwhile to create a sort of alarm upon drawdown of say 5% 10%, 15%, 20%... etc. From account high that is. For instance in going down to 15% 3 alerts would be triggered, then upon going to 5% below starting balance the 10% and 15% alerts would be available for re-trigger so one isn't blinded by adverse activity. This would allow one to be alerted if the algo begins going haywire.
  • An alarm upon excessive trading as well, although obviously 'excessive' varies depending on the strategy.
I'm still working on my first algorithm, so um, take the suggestions with a grain of salt I suppose.

 

 

 

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Hey Ian - thanks for the extensive feedback, it's greatly appreciated. If you trade via OANDA, you can currently get a list of your open positions along with the realized/unrealized P&L. 

Unfortunately, right now, most of the other things you've suggested requires the QuantConnect API to be extended so that more information can be gathered from a live deployment. I have made a few GH issues in the bot repository and also made one in the main LEAN repo.

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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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