謝永德
Quant
Date Joined
5th April, 2020
Bootcamp progress
37% Complete
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Algorithm Sharing
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2021-07-06 09:32:10
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2020-04-05 10:38:57
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2021-04-23 15:29:33
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Activity on QuantConnect
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Public Backtests (2)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
3.36Net Profit
99.834PSR
17.924Sharpe Ratio
2.219Alpha
-0.913Beta
281.969CAR
0.3Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
2Trades
-2.021Treynor Ratio
2.5Win Rate
Community
View More謝永德 started the discussion Bar time of custom data: start or end?
Hi all,
謝永德 started the discussion MarketOnCloseOrder(): different behavior between cloud and local backtest:
I tried the same DayTradeTest algorithm both in the cloud and on my local machine. It was run on...
謝永德 started the discussion Transforming Data into Lean Format: Dividend, Stock Split, Capital Reduction, Delisting
I am planning on transforming Taiwan stocks’ historical daily prices into Lean format. For a)...
謝永德 started the discussion Backtest with Lean at stock markets where there are price limits
I plan to do local backtest with LEAN on Taiwan stocks. Taiwan Stock Exchange has a price limit of...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
3.36Net Profit
99.834PSR
17.924Sharpe Ratio
2.219Alpha
-0.913Beta
281.969CAR
0.3Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
2Trades
-2.021Treynor Ratio
2.5Win Rate
謝永德 started the discussion Bar time of custom data: start or end?
Hi all,
謝永德 started the discussion MarketOnCloseOrder(): different behavior between cloud and local backtest:
I tried the same DayTradeTest algorithm both in the cloud and on my local machine. It was run on...
謝永德 left a comment in the discussion MarketOnCloseOrder(): different behavior between cloud and local backtest:
I just realized that I made a mistake about the post. The problem actually is:
謝永德 started the discussion Transforming Data into Lean Format: Dividend, Stock Split, Capital Reduction, Delisting
I am planning on transforming Taiwan stocks’ historical daily prices into Lean format. For a)...
謝永德 started the discussion Backtest with Lean at stock markets where there are price limits
I plan to do local backtest with LEAN on Taiwan stocks. Taiwan Stock Exchange has a price limit of...
謝永德 started the discussion Buy before stock split, sell after it
Hi all,
謝永德 left a comment in the discussion Buy before stock split, sell after it
Also, see my original backtest with the following calculations by hand:
謝永德 left a comment in the discussion Buy before stock split, sell after it
Hi Varad,
謝永德 left a comment in the discussion Buy before stock split, sell after it
Forgot to mention:
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謝永德 left a comment in the discussion MarketOnCloseOrder(): different behavior between cloud and local backtest:
I just realized that I made a mistake about the post. The problem actually is:
2 years ago