What is the criteria for the Submit button to be active in the Alpha ranking box when viewing a backtest? What is the threshold for fitness?
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Jared Broad
Try and aim for more than 75 fitness :) This means the algorithm trades often, has more than 5 years backtest, and has a high sharpe ratio.
Alpha submissions don't require high fitness but they should be profitable when using realistic fee models.
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.
Tim Bohmann
Jared, can I PM you my backtest link? I'm going in the right direction, but my buy/hold strategy doesn't work like I'm expecting. EqualWeighting construction. I'm trying to go long as long as my indicator > 0, and sell the asset if the indicator < 0. Stay flat until indicator moves >0 and go long again. I'm not seeing that at all. The model is profit taking every day, which is not what I want.
I'd like some help tuning it up so I can submit to the marketplace.
Thanks!
Jared Broad
Hey Tim! I personally can't review backtests like that but we try our best to review in support@quantconnect.com - shoot a backtest over there and one of the team will help ASAP.
We're also working on a real-time chat system and starting a discussion thread to help you team up with another member from the community!Â
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.
Tim Bohmann
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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