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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
-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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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 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.
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...
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...
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...
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...
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
-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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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 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.
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...
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...
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...
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...
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...
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...
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...
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...
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...
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...
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,...
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...
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...
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!
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 😊
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...
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...
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,...
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...
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...
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...
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...
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...
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...
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