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WIN RATE AND LOSS RATE

Hi everyone, 
I am new to this, I have done some basic codes and I am not sure why I do not get sensible win/loss ratios. I get 0 on both long and short. Anyone that can help me, please? 

Update Backtest








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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.


Sorry the backtest is the one below. I have tried to edit the post but I failed.

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Hi Matteo,

The algorithm posted only buys shares, but never sells them, so therefore no round trip trade actually happens. This is because self.Time.hour should be compared to 15 instead of 3 (3 indicates 3 am, when markets are closed, so the 3:45 am trade never occurs) because we use military time format. Furthermore, because the position size is so small, we have to increase the number of shares being bought and sold so that our numbers, like average win, don’t round to 0.00. Please see the altered code in the attached back test for reference.

Also, consider using Scheduled Events, it is a great way for users to choose specific times to trade at.

Best,
Shile Wen

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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.


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.


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