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Hello Team,
I am using QC500 universe. Its seems having some issues.
I have written trend following algorithm but my backtest doesn't show winrate and others , insights etc..
is there any issue with my program?
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Non Compete INVESTOR
thats strange , AlgoFramework algos produce extra stats but i thought winrate would be in all backtest stats. I would rename that self.data variable just in case.
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Non Compete INVESTOR
Pardhu Nani i think add some debug statements to confirm you are closing positions , not just buying/shorting
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Artem Kolmykov INVESTOR
Hello.
2. I believe you need to delete not in if statement when you liquidate a position:
3. In the init part it makes sense to put self.UniverseSettings.Resolution = Resolution.Daily otherwise it uses resolution by default(which minutely?)
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Louis Szeto
Hi All
The statistics is not available because the positions had not been closed. Thus, they were not logged in the summary statistics. You may simply liquidate your portfolio by the OnEndOfAlgorithm event handler to obtain that:
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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