cover
  • Profile
  • Backtests
  • Community

Biography

Finding my way into Algo Trading

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 (3)

View More
Upgraded Orange Duck

7.2014PSR

20Parameters

1Security Types

249Tradeable Dates

Hyper-Active Sky Blue Cobra

21.6Net Profit

52.7763PSR

1.07Sharpe Ratio

0.32Alpha

-0.503Beta

28.666CAR

9.2Drawdown

0Loss Rate

19Parameters

1Security Types

0Sortino Ratio

243Tradeable Dates

3Trades

-0.443Treynor Ratio

100Win Rate

Basic Forex RSI Strategy

47.055Net Profit

2.126Sharpe Ratio

0.42Alpha

-0.057Beta

76.013CAR

7.4Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

214Tradeable Dates

153Trades

-7.162Treynor Ratio

100Win Rate


Community

View More

Chantal started the discussion Likely Overfitting vs Not Overfitting

Hi,

6 years ago

Chantal started the discussion Runtime Error accessing SMA

I am a bit puzzled and I don't know what I am doing wrong. This code:

6 years ago

Chantal started the discussion Invalid Message: BrokerageModel declared unable to submit order

I have a problem with a backtest. It starts to execute orders. The first order is opened and closed...

6 years ago

Chantal left a comment in the discussion Warning: fill at stale price

Still seeing this problem. My algorithm will try to close positions 60 minutes before the forex...

6 years ago

Chantal left a comment in the discussion Invalid Message: BrokerageModel declared unable to submit order

Just found that BrokerageModel doesn't support MarketOnOpen order types. So I have to check if...

6 years ago

Upgraded Orange Duck

7.2014PSR

20Parameters

1Security Types

249Tradeable Dates

Hyper-Active Sky Blue Cobra

21.6Net Profit

52.7763PSR

1.07Sharpe Ratio

0.32Alpha

-0.503Beta

28.666CAR

9.2Drawdown

0Loss Rate

19Parameters

1Security Types

0Sortino Ratio

243Tradeable Dates

3Trades

-0.443Treynor Ratio

100Win Rate

Basic Forex RSI Strategy

47.055Net Profit

2.126Sharpe Ratio

0.42Alpha

-0.057Beta

76.013CAR

7.4Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

214Tradeable Dates

153Trades

-7.162Treynor Ratio

100Win Rate

Chantal started the discussion Likely Overfitting vs Not Overfitting

Hi,

6 years ago

Chantal started the discussion Runtime Error accessing SMA

I am a bit puzzled and I don't know what I am doing wrong. This code:

6 years ago

Chantal started the discussion Invalid Message: BrokerageModel declared unable to submit order

I have a problem with a backtest. It starts to execute orders. The first order is opened and closed...

6 years ago

Chantal left a comment in the discussion Warning: fill at stale price

Still seeing this problem. My algorithm will try to close positions 60 minutes before the forex...

6 years ago

Chantal left a comment in the discussion Invalid Message: BrokerageModel declared unable to submit order

Just found that BrokerageModel doesn't support MarketOnOpen order types. So I have to check if...

6 years ago

Chantal left a comment in the discussion Change in Stock Price per Minute/Second

Don't know if minute resolution is possible, but you can create a RollingWindow to store previous...

6 years ago

Chantal left a comment in the discussion Likely Overfitting vs Not Overfitting

Hi Warren,

6 years ago