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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 (7)

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Sleepy Fluorescent Orange Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red-Orange Hippopotamus

850Tradeable Dates

Ugly Tan Sardine

127Tradeable Dates

Jumping Fluorescent Pink Termite

1Tradeable Dates

Retrospective Yellow-Green Fox

252Tradeable Dates


Community

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Dmitri started the discussion Backtest tradebar data issues

IBM on October 7, 2013, was O:181.85 H:183.31 L:181.85 C:182.01. I added “IBM” to my algorithm...

3 years ago

Dmitri started the discussion No scrollbars

No scrollbars in API.

5 years ago

Dmitri left a comment in the discussion Need help with a backtest error

@MichaelH -- good to know, thanks.

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

It depends on your desired time frame. If you want to trade 15min bars but your data is 1min, then...

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

Please look at my edits to your project.

9 years ago

Sleepy Fluorescent Orange Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red-Orange Hippopotamus

850Tradeable Dates

Ugly Tan Sardine

127Tradeable Dates

Jumping Fluorescent Pink Termite

1Tradeable Dates

Retrospective Yellow-Green Fox

252Tradeable Dates

Adaptable Yellow-Green Jackal

252Tradeable Dates

Crawling Tan Gorilla

3768Tradeable Dates

Dmitri started the discussion Backtest tradebar data issues

IBM on October 7, 2013, was O:181.85 H:183.31 L:181.85 C:182.01. I added “IBM” to my algorithm...

3 years ago

Dmitri started the discussion No scrollbars

No scrollbars in API.

5 years ago

Dmitri left a comment in the discussion Need help with a backtest error

@MichaelH -- good to know, thanks.

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

It depends on your desired time frame. If you want to trade 15min bars but your data is 1min, then...

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

Please look at my edits to your project.

9 years ago

Dmitri left a comment in the discussion Help with External Source - minute resolution data / Exponential Moving Average

Hi @Pedro, please look at my edits to your project. Note how I use consolidator and register...

9 years ago

Dmitri left a comment in the discussion Trailing Orders

@Jose, you can look at my clone and check the log, I hope I made things more clear. I edited your...

9 years ago

Dmitri left a comment in the discussion Trailing Orders

@Juan, I also noticed that your StopMarket orders seem to fill immediately, but haven't looked at...

9 years ago

Dmitri started the discussion One cancels other or all, and order attachment

OCO are convenient for bracket orders and exclusive entry for double setups. OCA is similar and...

10 years ago

Dmitri started the discussion Trading live with historical data training

Suppose I develop an algorithm, backtest it, everything's great. Now I switch it to live and I want...

10 years ago