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I am new to quantconnect and can not figure out why the win and loss rates are 0 in my backtest. Can I please get some input on this?
Simple Moving Average Crossover strategy modified with volatility testing with ATR, but win and loss rates are 0
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Welcome Devam,
Your algo does not execute any trades because your code on lines 54 and 55 are too restrictive. If you put a "#" in front of the logic on those lines you will see that your code will purchase AAPL. Always start with easy criteria so you know your backtest is working and making buy/sells. I usually set a backtest for a week or month at most when doing my changes. Each change I make I run a backtest and see what the impact is before making another change. That way you always know which line has an impact on your outcome. Then every 10 to 20 changes I'll run the backtest for half a year or more.
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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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