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Public Backtests (4)

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Dancing Tan Duck

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

154Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Yellow-Green Lion

-0.373Net Profit

13.11PSR

-2.53Sharpe Ratio

0Alpha

0Beta

-5.393CAR

0.9Drawdown

-0.14Loss Rate

8Parameters

0Security Types

-5.196Sortino Ratio

19Tradeable Dates

58Trades

0Treynor Ratio

0.12Win Rate

Formal Red-Orange Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Red-Orange Bat

4942.781Net Profit

81.465PSR

1.857Sharpe Ratio

0.639Alpha

1.538Beta

116.767CAR

65.4Drawdown

56Loss Rate

14Parameters

1Security Types

0.139Sortino Ratio

1275Tradeable Dates

583Trades

0.602Treynor Ratio

44Win Rate


Community

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James started the discussion Seeking guidance on MACD Crossover with Trailing Stop Loss (Python)

I have this MACD Crossover strategy I've adapted so that, after each entry position, a stop loss is...

2 years ago

James started the discussion How can I use OnOrderEvent.FillQuantity in my OnData logic?

I have reviewed the OnOrderEvent documentation and - at least for me - it isn't quite clear how to...

2 years ago

James started the discussion Back testing buying weekly, at-the-money call/put options first day/morning of the week based on previous weeks trend - is this possible?

Greetings everyone! I am not familiar with back testing options - nor coding for options yet - and...

2 years ago

James started the discussion RSI crossover with trailing stop: self.stopMarketTicket.Update(updateFields) error received but cannot figure out why. thoughts?

I am receiving the following error upon running my algo (below). The algo is a modified RSI...

2 years ago

James started the discussion EMA "bloat" strategy error: Runtime Error: ZeroDivisionError : float division by zero

I am receiving a ‘Runtime Error: ZeroDivisionError : float division by zero’ error on my new...

2 years ago

Dancing Tan Duck

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

154Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Yellow-Green Lion

-0.373Net Profit

13.11PSR

-2.53Sharpe Ratio

0Alpha

0Beta

-5.393CAR

0.9Drawdown

-0.14Loss Rate

8Parameters

0Security Types

-5.196Sortino Ratio

19Tradeable Dates

58Trades

0Treynor Ratio

0.12Win Rate

Formal Red-Orange Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Red-Orange Bat

4942.781Net Profit

81.465PSR

1.857Sharpe Ratio

0.639Alpha

1.538Beta

116.767CAR

65.4Drawdown

56Loss Rate

14Parameters

1Security Types

0.139Sortino Ratio

1275Tradeable Dates

583Trades

0.602Treynor Ratio

44Win Rate

James started the discussion Seeking guidance on MACD Crossover with Trailing Stop Loss (Python)

I have this MACD Crossover strategy I've adapted so that, after each entry position, a stop loss is...

2 years ago

James started the discussion How can I use OnOrderEvent.FillQuantity in my OnData logic?

I have reviewed the OnOrderEvent documentation and - at least for me - it isn't quite clear how to...

2 years ago

James started the discussion Back testing buying weekly, at-the-money call/put options first day/morning of the week based on previous weeks trend - is this possible?

Greetings everyone! I am not familiar with back testing options - nor coding for options yet - and...

2 years ago

James started the discussion RSI crossover with trailing stop: self.stopMarketTicket.Update(updateFields) error received but cannot figure out why. thoughts?

I am receiving the following error upon running my algo (below). The algo is a modified RSI...

2 years ago

James started the discussion EMA "bloat" strategy error: Runtime Error: ZeroDivisionError : float division by zero

I am receiving a ‘Runtime Error: ZeroDivisionError : float division by zero’ error on my new...

2 years ago

James started the discussion Algorithm runs, but nothing happens. Am I missing something in my logic?

I've created this EMA crossing strategy where the only time a long/short trade is entered with TSLA...

2 years ago

James started the discussion How can I request Nasdaq E-Mini historical data in Quantconnect?

Hi everyone - I'm new to using futures in QC and have a few questions. 

2 years ago

James started the discussion Trying to trade QQQ market open based on Emini changes from 1600-0930 but am having difficulty. Suggestions?

Trying to keep things simple here and coding the trading logic to run base on system time. I am...

2 years ago

James started the discussion Scheduling code to liquidate entire portfolio agnostic of which security is currently invested?

I can't delete this post, but wanted to put a note in here acknowledging that I realized the error...

2 years ago

James started the discussion Risk management doesn't seem to be limiting drawdown to specified max percentage.

Greetings everyone! Algorithm and backtest attached. I'd like to keep my max drawdown each day to...

2 years ago

James started the discussion Self.TimeRules.AfterMarketOpen(symbol, 0) and self.TimeRules.At(9, 30) provide VASTLY different results. Why is that?

I have a very simple, buy-at-open and sell-at-close algorithm and have been testing various...

2 years ago

James started the discussion Tradebar Consolidation and Rolling Windows in Alpha Model

First time creating an algorithm from practically scratch using the QCAlgo framework so please, be...

2 years ago

James started the discussion Alpha models and binary logic- is there really an advantage?

Working to migrate to the algorithm framework in my coding. Right now, the majority of my...

2 years ago

James started the discussion VWAP indicator and adding associated standard deviations

Hi everyone, I currently use Tradingview for charting and their VWAP indicator has an option to...

2 years ago

James started the discussion Any way to remove after-hour chart gaps in QC Python??

My 1m charts are looking like this (below) and I'd like to hide/remove the afterhours period so the...

2 years ago

James started the discussion 4-bar rolling window algorithm is not trading when charts indicate it should be

The attached algorithm should be trading, but it isn't. Below is the QQQ 5m chart from March 20th...

2 years ago

James started the discussion Runtime Error: AttributeError : 'NoneType' object has no attribute 'Open' at OnData

Can't figure out a solution for the following error. I've searched the community and tried...

2 years ago

James started the discussion Runtime Error: AttributeError : 'NoneType' object has no attribute 'Open' at OnData

I received the following error, searched the community forum, and tried to implement the below fix,...

2 years ago

James started the discussion Error received on scheduled events - Runtime Error: TypeError : BuyOnPowerHour() missing 1 required positional argument: 'data'

Hi everyone, I am receiving the error posted in the title. My understanding is algorithm data is...

2 years ago

James started the discussion Experiencing difficulty consolidating second-resolution data to 1-minute consolidated bars in a rolling window.

I've set the algorithm's equity resolution to seconds and am trying to consolidate back up to...

2 years ago

James left a comment in the discussion Experiencing difficulty consolidating second-resolution data to 1-minute consolidated bars in a rolling window.

Ah yes- it totally jumps out to me now! I have conflicting consolidations :/

2 years ago

James left a comment in the discussion Error received on scheduled events - Runtime Error: TypeError : BuyOnPowerHour() missing 1 required positional argument: 'data'

Vladimir works like a charm, thank you!

2 years ago

James left a comment in the discussion Runtime Error: AttributeError : 'NoneType' object has no attribute 'Open' at OnData

Fred Painchaud  - works like a charm. As always, thank you for your input and support 😊

2 years ago

James left a comment in the discussion 4-bar rolling window algorithm is not trading when charts indicate it should be

Fred Painchaud oh man, what a rookie mistake on my part 😊! Thanks for taking the time and...

2 years ago

James left a comment in the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal

Is this with regards to the web-based IDE? I only ask because lately I've noticed I cannot hide the...

2 years ago

James left a comment in the discussion Tradebar Consolidation and Rolling Windows in Alpha Model

Apologies- i selected my algorithm to include but since there are no backtests due to the error,...

2 years ago