Borut
Quant
Date Joined
2nd December, 2015
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-04-12 12:10:39
C# Programming
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2021-04-24 16:13:23
Python Programming
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2018-04-01 15:55:17
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Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (1)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBorut started the discussion No futures history
I cloned existing template to test future history, I commented some of unimportan part of the code...
Borut left a comment in the discussion No futures history
I know properties of tradebar, I don't know how to get tradebar for futures. I already cheked...
Borut left a comment in the discussion No futures history
So, this is not possible then?
Borut left a comment in the discussion No futures history
I still don't understand how to get high and low price for minute candle in onData event for...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Borut started the discussion No futures history
I cloned existing template to test future history, I commented some of unimportan part of the code...
Borut left a comment in the discussion No futures history
Thank you, This I was looking for. Just additional comment for symbol you have to...
Borut left a comment in the discussion No futures history
I know properties of tradebar, I don't know how to get tradebar for futures. I already cheked...
Borut left a comment in the discussion No futures history
So, this is not possible then?
Borut left a comment in the discussion No futures history
I still don't understand how to get high and low price for minute candle in onData event for...
Borut left a comment in the discussion No futures history
I finally figured out how history for future works. The proper code is here (you have to use Values...
Borut left a comment in the discussion No futures history
Thank you for the answer. If I change now to Resolution.Minute it works but when I try to do it in...
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Borut left a comment in the discussion No futures history
Thank you, This I was looking for. Just additional comment for symbol you have to...
7 years ago