Josh Anon
Quant
Date Joined
19th October, 2020
Bootcamp progress
16% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-10-20 04:40:55
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-25 18:33:13
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-02-15 22:08:45
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-07-06 15:47:27
Python Programming
Choose Python as your preferred programming language.
2020-10-19 00:34:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-10-19 04:11:21
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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 (1)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreJosh started the discussion First day opening quote during backtest
I'm working on a new algorithm that starts by getting the past N days worth of opening quotes,...
Josh left a comment in the discussion First day opening quote during backtest
Here you go, and here's the output from the log. Note how _PrintPrice is never called on day 1.
Josh left a comment in the discussion First day opening quote during backtest
Thanks, but I don't think that's quite right:
Josh started the discussion Fill simulator at a different resolution than bar?
I added an event that I run 15 minutes before MarketClose. In it, I make a trade decision and...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Josh started the discussion First day opening quote during backtest
I'm working on a new algorithm that starts by getting the past N days worth of opening quotes,...
Josh left a comment in the discussion First day opening quote during backtest
Thanks!
Josh left a comment in the discussion First day opening quote during backtest
Here you go, and here's the output from the log. Note how _PrintPrice is never called on day 1.
Josh left a comment in the discussion First day opening quote during backtest
Thanks, but I don't think that's quite right:
Josh started the discussion Fill simulator at a different resolution than bar?
I added an event that I run 15 minutes before MarketClose. In it, I make a trade decision and...
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Josh left a comment in the discussion First day opening quote during backtest
Thanks!
2 years ago