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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)

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Swimming Yellow Horse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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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,...

2 years ago

Josh left a comment in the discussion First day opening quote during backtest

Thanks!

2 years ago

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.

2 years ago

Josh left a comment in the discussion First day opening quote during backtest

Thanks, but I don't think that's quite right:

2 years ago

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...

4 years ago

Swimming Yellow Horse

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,...

2 years ago

Josh left a comment in the discussion First day opening quote during backtest

Thanks!

2 years ago

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.

2 years ago

Josh left a comment in the discussion First day opening quote during backtest

Thanks, but I don't think that's quite right:

2 years ago

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...

4 years ago