Hi,
what would be the best practices to maintain good Healthy Trade Ratio?
Regards,
Mykola
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Tips for maintaining a good Healthy Trade Ratio in Alpha ranking.
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Alpha ranking - Healthy Trade Ratio
Mykola Dobrochynskyy | May 2019
Hi,
what would be the best practices to maintain good Healthy Trade Ratio?
Regards,
Mykola
QuantConnectâ„¢ 2025. All Rights Reserved
Jack Simonson
Hi Mykola,
Right now we are in the process of fixing a bug, but a Healthy Trade Ratio looks for more trades than days an algorithm is running for. The Healthy Trade Ratio indicator is not a strict metric or requirement for anything, but it is helpful to keep an eye on to make sure your algorithm is functioning properly. Maintaining a health trade ratio mostly comes down to ensuring you are working with the proper data resolution and universe for a strategy. Placing one trade and holding a security for a long period of time might be profitable, but is not a good trades/days ratio. However, if you have an algorithm that runs 100 days and places 99 trades, this is not necessarily a bad feature, but it will not officially meet the metric. Again, this is a general guide to making sure that users examine important features of their algorithms or Alpha submissions that go beyond pure profitability.
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