BeachFront
Quant
Date Joined
8th November, 2016
Bootcamp progress
54% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-06-13 14:16:13
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-05-31 18:07:26
C# Programming
Choose C# as your preferred programming language.
2021-04-28 19:13:16
Python Programming
Choose Python as your preferred programming language.
2020-12-06 02:45:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-10 01:40:18
- Profile
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Biography
Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
Public Backtests (2)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBeachFront started the discussion How to create a universe from the QC500 based on technical indicators
Hi,
BeachFront started the discussion Why is OnData() called if no data is available?
When subscribed to a single symbol, why is OnData() being called for a date when no data is...
BeachFront started the discussion Removing History() call log messages or get number of history bars available without making the History() call
Hi!
BeachFront started the discussion Best way to liquidate on the last day of the backtest
Hi,
BeachFront started the discussion Near 0$ fill price: data error or bug?
Hi,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
BeachFront started the discussion How to create a universe from the QC500 based on technical indicators
Hi,
BeachFront started the discussion Why is OnData() called if no data is available?
When subscribed to a single symbol, why is OnData() being called for a date when no data is...
BeachFront started the discussion Removing History() call log messages or get number of history bars available without making the History() call
Hi!
BeachFront started the discussion Best way to liquidate on the last day of the backtest
Hi,
BeachFront started the discussion Near 0$ fill price: data error or bug?
Hi,
BeachFront started the discussion Difference between: CoarseFundamental's AdjustedPrice and TradeBar's Close
Hi!
BeachFront started the discussion Use a custom class in the research environment
Hi,
BeachFront started the discussion Storing data in ObjectStore using the backtest ID as the key
Is there a way to get the backtest ID within QC, not the research book?
BeachFront left a comment in the discussion Difference between: CoarseFundamental's AdjustedPrice and TradeBar's Close
… And assuming we are using split/dividends adjusted data.
BeachFront left a comment in the discussion Difference between: CoarseFundamental's AdjustedPrice and TradeBar's Close
… Specifically a TradeBar being obtained from a History call.
BeachFront left a comment in the discussion Best way to liquidate on the last day of the backtest
P.S.: sorry I misspelled your name.
BeachFront left a comment in the discussion Best way to liquidate on the last day of the backtest
Thanks Varard!
BeachFront left a comment in the discussion How to create a universe from the QC500 based on technical indicators
To clarify, what I'm suggesting is:
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BeachFront left a comment in the discussion Use a custom class in the research environment
Thanks Varad.
4 years ago