Intraday Buy Low

Hi there Folks!

I'm JJ and I want to share with you the worst algorithm ever. It is so bad that even made crash the QuantConnect cloud... seriously.

Is my first algorithm in C# so I choose a pretty simple strategy. But, as you can see, the results sucks.

I tried changing the parameters, and even I used the George Constanza strategy, I mean I inverted the orders signals, but still is very bad.

I guess I'll keep trying some other changes before move to the next trading idea.

Surely the code can be improved, so any ideas will be welcome.

Thanks in advance.

Hey Juan! Thanks for sharing. It's actually not as bad as you think! I re-Costanza'd your buy signals and changed your fee model to use Tradier's $1 per trade fees and it made money!! I also noticed the algo is producing some MarketOnOpen orders because it's submitting the market order at 4:00pm. The exchange is 'closed' at 4:00pm so orders submitted at 4:00pm wont actually hit the exchange until 9:30am the next morning. I would highly recommend more comments, especially if you run out of good method names :). You'll thank yourself later for being overly descriptive and obvious. The original algorithm was eaten alive by some 38k in fees (plus I think signals were backwards, still not completely sure what the algo is trying to do :D). Anyway, thanks for posting, I've attached the modified project, I hope this helps!

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