David Thielen
Quant
Date Joined
27th October, 2021
Bootcamp progress
60% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-12-07 22:47:27
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-01-20 06:31:26
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-05-05 18:18:10
C# Programming
Choose C# as your preferred programming language.
2021-12-09 22:27:13
Python Programming
Choose Python as your preferred programming language.
2021-10-27 18:36:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-10-28 17:20:21
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-11-19 17:43:33
- Profile
- Backtests
- Community
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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
124Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.909Net Profit
49.89PSR
1.045Sharpe Ratio
0.098Alpha
-0.015Beta
14.123CAR
4.6Drawdown
-0.63Loss Rate
114Parameters
1Security Types
2.085Sortino Ratio
72Tradeable Dates
52Trades
-6.725Treynor Ratio
1.22Win Rate
-2.174Net Profit
14.156PSR
-3.175Sharpe Ratio
-0.465Alpha
0.303Beta
-43.616CAR
3Drawdown
-0.52Loss Rate
90Parameters
1Security Types
-4.512Sortino Ratio
9Tradeable Dates
23Trades
-1.131Treynor Ratio
0.55Win Rate
-0.304Net Profit
14.423PSR
-0.765Sharpe Ratio
-0.008Alpha
0.01Beta
-1.201CAR
0.8Drawdown
-0.06Loss Rate
148Parameters
1Security Types
-1.141Sortino Ratio
64Tradeable Dates
163Trades
-0.818Treynor Ratio
0.05Win Rate
Community
View MoreDavid started the discussion Is there a way to use the Microsoft Authenticator for 2FA?
Hi all;
David started the discussion Is there a sample of a simple complete app?
Hi all;
David started the discussion Where is ExponentialMovingAverage() documented?
In the documentation I can only find EMA("symbol") which requires a symbol to be passed in. But in...
David started the discussion Boot Camp 101, Lesson 12 - why no update of the stocks to buy?
Hi;
David started the discussion OnData() documentation
Hi;
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
124Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.909Net Profit
49.89PSR
1.045Sharpe Ratio
0.098Alpha
-0.015Beta
14.123CAR
4.6Drawdown
-0.63Loss Rate
114Parameters
1Security Types
2.085Sortino Ratio
72Tradeable Dates
52Trades
-6.725Treynor Ratio
1.22Win Rate
-2.174Net Profit
14.156PSR
-3.175Sharpe Ratio
-0.465Alpha
0.303Beta
-43.616CAR
3Drawdown
-0.52Loss Rate
90Parameters
1Security Types
-4.512Sortino Ratio
9Tradeable Dates
23Trades
-1.131Treynor Ratio
0.55Win Rate
-0.304Net Profit
14.423PSR
-0.765Sharpe Ratio
-0.008Alpha
0.01Beta
-1.201CAR
0.8Drawdown
-0.06Loss Rate
148Parameters
1Security Types
-1.141Sortino Ratio
64Tradeable Dates
163Trades
-0.818Treynor Ratio
0.05Win Rate
David started the discussion Is there a way to use the Microsoft Authenticator for 2FA?
Hi all;
David started the discussion Is there a sample of a simple complete app?
Hi all;
David started the discussion Where is ExponentialMovingAverage() documented?
In the documentation I can only find EMA("symbol") which requires a symbol to be passed in. But in...
David started the discussion Boot Camp 101, Lesson 12 - why no update of the stocks to buy?
Hi;
David started the discussion OnData() documentation
Hi;
David started the discussion How do I get permission to post to the QuantConnect discord groups?
Hi;
David started the discussion Is there a debugger?
Hi;
David started the discussion Is QuantConnect single threaded?
Hi;
David started the discussion Is there a way to get a list of all questions I posted
Hi;
David started the discussion Will OnData fire when it completes loading requested data
Hi;
David started the discussion Is there a listing of when OnData is called?
Hi all;
David started the discussion Is this a potential race condition?
In “Algorithmic Trading Using Python #5 - Trading & Orders” it has the code:
David started the discussion AlphaModel.Update() - when is it called?
I think I understand this, but first, lets me say what I think is occurring:
David started the discussion QC500UniverseSelectionModel.py appears to be missing code
Hi all;
David started the discussion Why would an order be placed if no insights are returned?
I have an app that uses the Algorithm Framework and it it has a class based on the...
David started the discussion What happens if the VM running my OnData (or other) method dies?
If a VM stops, anything from the power supply frying to the host system rebooting a VM to apply O/S...
David started the discussion Are Orders & Portfolio tied to the underlying broker, or just an estimated copy?
If my orders are going to InteractiveBrokers, are the Orders and Portfolio collections:
David started the discussion Connecting TD Ameritrade to Orders and Portfolio
If I am going to use TD Ameritrade for my orders, is there a way to connect that to the Orders...
David started the discussion How do I adjust stop loss and limit orders within the Algorithm Framework?
I can find lots of info on adjusting these if I do not use the algorithm framework. But if I am...
David started the discussion Does the Lean CLI require pathlib?
I installed the Lean CLI and it was all good except for the following:
David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?
Hi Fred;
David left a comment in the discussion OnWarmupFinished() called before Universe is created
Hi;
David left a comment in the discussion Web debugger - step out and/or call stack?
It'll be nice when the VS Code integration is released.
David left a comment in the discussion How can I write to the console?
Ok, once the algo completes then the output to the console is written. Unfortunately if the algo...
David left a comment in the discussion Web debugger - step out and/or call stack?
Hi again;
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David left a comment in the discussion Why does RelativeStrengthIndex return type decimal (instead of float or double)?
Hi Fred;
3 years ago