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Biography

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 (7)

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Muscular Apricot Gaur

1032Tradeable Dates

Muscular Yellow-Green Bull

3Tradeable Dates

FXCM BrokerageModel

2Tradeable Dates

Emotional Blue Penguin

43Tradeable Dates

Jumping Orange Penguin

10Tradeable Dates


Community

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Levitikon left a comment in the discussion Crypto Trading on QuantConnect

I see these currencies have historical quote data (like forex) so the data has accurate Ask/Bid...

6 years ago

Levitikon started the discussion Futures Contract & TradeBarConsolidator?

Loving the new support for Futures contracts by the way!

7 years ago

Levitikon left a comment in the discussion Need method for continuous Update() of the last sample of an Indicator

You know what might work - dropping to 1 minute resolution and using a 840 (14 * 60) period...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

Okay, little strange. I had to create a BackTest in order to share my implementation but in order...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

My attempt to wire up the consolidator

7 years ago

Muscular Apricot Gaur

1032Tradeable Dates

Muscular Yellow-Green Bull

3Tradeable Dates

FXCM BrokerageModel

2Tradeable Dates

Emotional Blue Penguin

43Tradeable Dates

Jumping Orange Penguin

10Tradeable Dates

Focused Asparagus Cow

82Tradeable Dates

Sleepy Tan Hyena

9Tradeable Dates

Levitikon left a comment in the discussion Crypto Trading on QuantConnect

I see these currencies have historical quote data (like forex) so the data has accurate Ask/Bid...

6 years ago

Levitikon started the discussion Futures Contract & TradeBarConsolidator?

Loving the new support for Futures contracts by the way!

7 years ago

Levitikon left a comment in the discussion Need method for continuous Update() of the last sample of an Indicator

You know what might work - dropping to 1 minute resolution and using a 840 (14 * 60) period...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

Okay, little strange. I had to create a BackTest in order to share my implementation but in order...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

My attempt to wire up the consolidator

7 years ago

Levitikon started the discussion Market Range Orders?

8 years ago

Levitikon started the discussion Slippage while not using Resolution.Tick

Hey folks,

8 years ago

Levitikon started the discussion Resolution.Tick & ask/bid data?

I think I might be be missing something here.

8 years ago

Levitikon started the discussion A custom ISlippageModel

Hey, I'm trying to create a custom slippage model to to esitmate the slippage when all have is a...

8 years ago

Levitikon started the discussion Calling Tradier API from QC App?

In cases where I need to look at the last several asks/bids for a given moment, there doesn't seem...

8 years ago

Levitikon started the discussion Tagging on Sell?

Is there a way to add a tag to a Sell order? Loving the tag for the buy, but it doesn't seem...

8 years ago

Levitikon started the discussion Canceling an order?

Curious how I could go about canceling an order? Say I place a limit or stop order, how would I...

8 years ago

Levitikon started the discussion Does slippage really matter?

I have been in turmoil in trying to combat slippage lately. I have been tinkering with some mean ...

8 years ago

Levitikon started the discussion Why do strategies work some days and not others?

I've been working on some strategies that I constantly see perform spectacular some days and...

8 years ago

Levitikon started the discussion How do you measure of a good steady rise?

This might be more of a math question than a stock market or C# question.

8 years ago

Levitikon started the discussion 1779442119533859999999900% Compounding Annual Return

I think I have everyone beat!

8 years ago

Levitikon started the discussion Data provider with identical historical tick data?

I'm thrilled about the mention of eventually being able to use a external data provider through...

8 years ago

Levitikon started the discussion IB Paper Trading?

I get there is Paper Trading and Live Trading options when deploying a project with QC....

8 years ago

Levitikon started the discussion Adding tags after orders have been made?

 

8 years ago

Levitikon started the discussion Supported Forex pairs?

Curious, is there a list of Forex pairs that QC supports? When sampling, a bunch of cross pairs and...

8 years ago

Levitikon started the discussion Plotting Renko Bars?

Curious, is there a good way to Plot Renko bars? I played around with the Candle SeriesType...

8 years ago

Levitikon left a comment in the discussion Supported Forex pairs?

Hey Jared,

8 years ago

Levitikon left a comment in the discussion Supported Forex pairs?

Great! Thanks Jared! Looking forward to checking this out.

8 years ago