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Looking for another partner!

Hey All,
A partner and I have been working on a strategy and an algorithm now for about 6 months. We're about 90% done. We still have a bunch of things to add in and test though. We're looking for help with the coding given we both work long hours and in different time zones and are still learning things needed to finish the algo. Its an ema crossing strategy, not too complex, and were focusing on Forex but looking to convert to it stocks and futures after. Just need the help with finishing adding/debugging/testing the final parts. Its written in C#. Its looking very promising so far, which is why we're looking to finish it sooner rather than later and could use some help! Not too sure how the algo ranking system works/ how meaningful it is, but we've had many #0, top 1% back tests, so hopefully a good one for your personal use.
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I'm an SDET. What kind of testing help would you like?
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What I meant by testing would just be coding different features into the algo because I have a few different loss mitigation and profit taking theories that may or may not be more efficient. We're looking to cut the coding time down. We've missed a lot of great opportunities and would really like to get to the next stage.
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Sounds like fun. I'd like to help, and I might have some ideas -- I was recently doing some experimentation with parameter optimization and walk-forward analysis.

If you want to take this discussion off-forum, you can email me, anobfuscator at gmail.
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Just eavesdropping on the conversation -- yesterday we shipped Parameter algorithms in LEAN :). You might want to have a play @Jonathan. We don't have the framework around it for optimization yet but you'll get it I'm sure.
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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, @Jared! I've been looking forward to parameter optimization for a while. I see that it has been merged into LEAN on Github -- has it also been deployed to QC, or is it local-only?
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LEAN only, we'll announce it once its available on QuantConnect.
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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.


Cool. I'll update my branch and give it a whirl this weekend. :)
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Hi Timothy - Just want to share with you some experience. I have gotten #0 ranking several times myself in backtests and Sharpe ratios > 9. After several weeks of believing I had discovered some sort of hidden gem, I realized that my algorithm only performed as well as it did with thinly traded tickers. i.e. low volume stocks where price data had been filled forward for minutes at a time, rather than trades occurring how they would have occurred in real life at the bid/ask. When I applied the same algorithm to tickers with better liquidity (>1million trades a day) the amazing results vanished. It's entirely possible that you've created an amazing algorithm I would just recommend you to double check your algo works well in high volume situations with minimum data fill fowarding.
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-Jonathan
Cool, ill shoot ya an email.
-Joseph
Thanks, understandable. That's why I prefaced it with how meaningful it is. I realize when we've seen >100% in 1 trade the results will be skewed. However we've gotten 500-600% net profit on year long tests on an unfinished algo with a strategy that applies to any investment vehicle, so I thought it was worth mentioning.
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@Jared - this sounds pretty awesome. Do you know when (about) this will be on QC? Looking forward to it
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@Stephen, shipped and live! :) We'll make a post announcing it tomorrow (backtest only for now).
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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 Jared,

I was wondering how you pass parameters to an algorithm for backtesting through the QC API? I looked through the documentation but couldn't find it there.

Thanks!

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Sorry Stephen its not supported at this time :) We'll open it up once we fully support optimization. Optimizing requires the right cloud infrastructure to really scale and get results quickly without "clogging up the pipes" for the rest of the web platform.

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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.


@Joseph Jones, thank you for sharing your findings with trading low volume equities. Have you attempted to do any rudementary fixes such as holding your transaction until volume is reported at your price? That may not be enough to be live trading accurate though.

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Sorry Stephen its not supported at this time :) We'll open it up once we fully support optimization. Optimizing requires the right cloud infrastructure to really scale and get results quickly without "clogging up the pipes" for the rest of the web platform.

Not a problem! Just poking around :-)
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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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