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-8.044Net Profit
0PSR
-6.013Sharpe Ratio
-0.517Alpha
0.399Beta
-87.592CAR
8.4Drawdown
-0.45Loss Rate
5Parameters
0Security Types
-5.422Sortino Ratio
10Tradeable Dates
117Trades
-1.946Treynor Ratio
0.24Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jack started the discussion Indicator extension does not work with MOMP
Should the indicator extension not return a value of the std of the 20 most recent momp values? It...
Jack started the discussion Calculating timedelta from orderticket?
Let's say I want to automatically liquidate my position x minutes after it is placed, how would I...
Jack started the discussion Problems creating universe, how much data can I handle?
I have been working on a momentum-based breakout strategy, and naturally, it performs best when the...
Jack started the discussion Using universe securities within another class error?
from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel
Jack started the discussion RSI completely off
I was trying to add RSI to one of my algorithms, and it looked like it was completely off, so I...
-8.044Net Profit
0PSR
-6.013Sharpe Ratio
-0.517Alpha
0.399Beta
-87.592CAR
8.4Drawdown
-0.45Loss Rate
5Parameters
0Security Types
-5.422Sortino Ratio
10Tradeable Dates
117Trades
-1.946Treynor Ratio
0.24Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jack started the discussion Indicator extension does not work with MOMP
Should the indicator extension not return a value of the std of the 20 most recent momp values? It...
Jack started the discussion Calculating timedelta from orderticket?
Let's say I want to automatically liquidate my position x minutes after it is placed, how would I...
Jack started the discussion Problems creating universe, how much data can I handle?
I have been working on a momentum-based breakout strategy, and naturally, it performs best when the...
Jack started the discussion Using universe securities within another class error?
from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel
Jack started the discussion RSI completely off
I was trying to add RSI to one of my algorithms, and it looked like it was completely off, so I...
Jack started the discussion Is it necessary to consolidate if using built in resolutions?
Say I want to check the general trend of a stock, can I simply use moving averages with...
Jack left a comment in the discussion Indicator extension does not work with MOMP
3 years ago