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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.

0Net Profit

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7.9228162514264E+28Sortino Ratio

8Tradeable Dates

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1Security Types

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375Tradeable Dates

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316Tradeable Dates

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8Parameters

1Security Types

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89Tradeable Dates

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Michael started the discussion GetNextMarketClose vs GetMarketHours

Exchange.Hours.GetNextMarketClose(Time, true) gets me:

Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

YES!!

Michael left a comment in the discussion Live Trading Restarts?

What if there was a mobile QC monitoring app on my phone, with built-in heartbeat, notifications...

Michael started the discussion TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different contract.

The TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different...

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

8Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

375Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Parameters

0Security Types

316Tradeable Dates

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

89Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

7Parameters

0Security Types

4Tradeable Dates

Michael started the discussion GetNextMarketClose vs GetMarketHours

Exchange.Hours.GetNextMarketClose(Time, true) gets me:

Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

These are the most common cash indices that are tracked, SPX, NDX, RUT and MID. Although the index...

Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

YES!!

Michael left a comment in the discussion Live Trading Restarts?

What if there was a mobile QC monitoring app on my phone, with built-in heartbeat, notifications...

Michael started the discussion TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different contract.

The TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different...

Michael started the discussion TradeBar based on Volume not Time

OHLC TradeBars are based on time, Second, Minute, Daily, etc.

Michael started the discussion FUTURES; Daily Consolidation

What would be a smart way to do DAILY consolidation of Futures data?

Michael started the discussion Algorithm Framework Execution Model: Futures Rollover

If the Algorithm Framework's Execution Model is used to enter a futures position (long or short),...

Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Can we subscribe to the equity cash indices, SPX, NDX, RUT and MID? I'm not asking if we can...

Michael started the discussion QuantConnect Way to do Futures Rollover

What is the QuantConnect way to do Futures Rollover?

Michael left a comment in the discussion How to access last 5 TradeBars?

In your OnData method, are you adding the TradeBar to the RollingWindow (of TradeBars)?

Michael left a comment in the discussion ABCD Bullish Pattern Strategy

How will you identify Point A? When you do, store the value in a decimal variable.

Michael started the discussion Interactive Brokers: Paper Trading Account

I know "Paper Trading" is an option when going Live but I'm also curious to know if I am able to...

Michael started the discussion Cash Indices: SPX, NDX, RUT and MID are available?

Am we subscribe to the equity cash indices, SPX, NDX, RUT and MID?

Michael started the discussion Keltner Channels Update Method is not working

Keltner Chanenls Update Method is not working.

Michael started the discussion Trading Futures from First Trading Hour to the Last Trading Hour of the Week

I have a weekly strategy where I want to trade from the first trading hour to the last trading hour...

Michael started the discussion Triangular Moving Average's Update Method expects IndicatorBasePoint input

I want to use Triangular Moving Average with S&P 500 Futures.

Michael started the discussion Scheduled Events for Futures

We have documentation for Scheduled Events, Scheduled Events, and below is an exanmple for a...

Michael started the discussion Logging to external tabular data store

Today, QuantConnect has Console, Debug and Log functions, which are powerful and useful features...

Michael started the discussion Alpha strategy earning $50,000 per month!

I log into my Algorithm Lab and what do I see for the latest accepted alphas?

Michael started the discussion RenkoConsolidator and Futures

Can the RenkoConsolidator be used with Futures?

Michael started the discussion Trouble with Micro Futures (e.g. MES)

There are no compile errors. In my OnData function, the front-end ES future contracts does get...

Michael started the discussion TickConsolidator from 100 ticks

TickConsolidator(100) will create a TradeBar from 100 ticks.

Michael started the discussion Brokerage: Tradovate

Hi!

Michael started the discussion Import Custom Date: Overrider Reader and set Time field

I've read two...

Michael started the discussion NADEX Brokerage

I would be extremely interested in having NADEX as a Brokerage for trading their derivatives:...

Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?

These are the most common cash indices that are tracked, SPX, NDX, RUT and MID. Although the index...

3 years ago