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Likely an Overfit Trend Strategy - Some help would be appreciated

This would be nice if the gods were kind to me.

Regardless, I am wondering why the strategy is triggering at a few points in QuantConnect where it doesn't in TradingView. Particularly the bizarre performance throughout 2014. Can I put a minimum number of days to wait between trades or is this just not following the strategy as intended? FInally, I am very confused why I am unable to schedule this strategy to run at any time other than the few minutes between 9:33 and 9:40. Thanks for any help in advance!

All I want is to use the data from the close of yesterday to make a decision the next trading day.

101803_1595637110.jpgNotice the Mid-2014 collapse.

101803_1595637383.jpgNow notice the total lack of Mid-2014 2014 collapse.

One More time contrasted with S&P500

101803_1595637882.jpg

 

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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.


Hi Samuel,

QuantConnect and TradingView are different platforms, which means naturally, there will be some differences.

Some reasons the algorithms may have different results on different platforms are:

  • Difference in data - data can vary slightly between data vendors, and not all platforms use the same vendors. In addition, missing/corrupted data may also be handled differently.
  • Difference in indicators - difference in the indicator computation is unlikely. However, per the reason mentioned above, the indicator values may differ due to the differences in data
  • Difference in models - this can vary from buying power, fees, fill, slippage, buffer, etc., and this affects the internal¬†SetHoldings¬†calculation. You can compare individual trades to see the differences.

As for the reason the algorithm only runs between 9:33 and 9:40, one idea is that the algorithm is overfitted to make trades under very specific conditions.

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.


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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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