regards to everyone,
range bars that allow for gaps are the most important upgrade that could be made to the qc platform at this time.
i share some screengrabs below for a performance report for a strategy of mine placing long and short positions of 100 amzn shares from 01-I-2013 to date. a number of strategies i have developed would also be profitable on other bar types, but only range bars will deliver this kind of results.
i don't think that implementing range bars that allow for gaps would be too big a challenge for the numerous professional programmers using qc. this kind of bars are very widely used and every serious trading platform makes sure to include them (there is an outstanding trading platform based on c# which features several advanced bar types and i think that their structures could be used as templates for the implementation in qc).
very well, thanks, regards.
Erik Bengtson
I think it will be quite simple to implement.
Subscribe to Quote/trade bar
Add a Rolling indicator
Compute the current bar, once the bar is complete, roll it
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Jack Simonson
Hi Marcos,
Currently, we don't have a Range Bar Indicator. We've added this to our to-do list and hope to implement the Indicator soon. You can track the progress of this by viewing the issue in GitHub here.
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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