This platform is great! Thanks to the creators and participants!
I've run into something that feels like a blocker to me though.
After searching through the community boards, documentation, google, and youtube to figure out how to visualize the results of backtests on a price chart I'm just stuck.
Some have posted comments that state, "the resulting data set is too large to run in a browser" and this makes sense to me. However it seems like there should be a way to do this (and it disappoints me that this isn't already a feature of a platform like this. By way of comparison, MT4 has these features buit into it but it has it's own issues).
Has anyone figured out how to produce a visualization of backtest trades on a price chart?
If so, can you point me to information that may have some insights on how to do this?
If not, I'm a software engineer (I write GoLang for backend and Javascript for frontend at my day job). I was thinking I might be able to use some spare time, the TradingView charting library, some kind of embedded database, and ElectronJS to build something that will render the charts for us from QC/Lean data.
To do this I would (at the minimum) need:
1. The price data (which I think QC provides - I've not looked inside the zipped data files that QC has under the data section so I'm not 100% sure of this yet but it seems like it would be a good source).
2. The trade data that LEAN provides (I recall seeing something about a JSON file that outputs all the trade data while skimming through some of the community posts. But, I've not dug deep into how to get that data yet).
Before I start building something to do this I'm really hoping that someone else has already figured out a way to visualize this data. I'd rather be focused on making trading algorythms but I believe I need to be able to see what my algo is doing in order to move forward.
I'd really like to know if others care about having this feature. It seems like a few do but maybe there isn't enough support (or actual need) for the idea to pursue it's creation.
Any thoughts you have on this are appreciated!
Essam Saed
Hi Jason,
Of course it is really important to be able to visualize the actual code actions, and for myself and i believe for every one else this is will be of great adding value, but for some reason it is not taking the highest priority within the team, i hope to see this feature implemented soon.
Thanks for your nice post.
Regards
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.
Stephen Newport
Hi Jason,
I love the idea. If only QC had a VSCode extension you could easily add the TradingView charts as a VSCode WebView extension since VSCode is Electron based. The VSCode ecosystem is incredibly rich and getting richer. - including (as of recently) deep Python and Jupyter Notebook integration..
I'm new to Lean and, so, don't know if it will work in more recent versions of VSCode that have better support for C#, NuGet, Python, etc. than older versions. I will give it a shot.
I'm blown away by the work QC has done with Lean, but I personally struggle with Visual Studio.
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.
Jason F. Grissom
Hi Essam and Stephen,
Thanks to both of you for offering some feedback, I'm glad to see that others are interested in this idea.
If we can get more than 100 people who feel this is an effort worth pursuing in this thread, I'll commit to championing the idea and trying to get an MVP for us all to use.
I'll keep an eye on this thread for feedback from others.
Also, if the QC team has some plans for this already, then maybe a thread like this can help to demonstrate that it's an idea that should be considered for prioritization?
+3 for the idea so far.
Thanks again for your thoughts!
Jason
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.
Jared Broad
Our project for this is called Skylight. It's built with electron and phase-0.1 is synchronizing project files with the cloud. It's slow going as we have to prioritize keeping the organization sustainable before releasing projects which encourage development without the QC web platform.
Unfortunately, there are simply not enough quants in the world to cover the business model of individual retail sales at our current price point. We'd have to drive the cost of QuantConnect from $20/mo -> $250/mo each to cover the costs of the data feeds and servers we provide. The momentum and growth of the community measured through the website are an important part of the business to keep those costs low. We are growing a focused community, and allowing those interested to participate in the Alpha Streams market place.
The Skylight project will hopefully be a local integration with that community, charting, and data without detracting from the momentum of QuantConnect. As such the first step on the road map is synchronizing local files to the cloud, v0.2 will be launching and tracking backtests on the cloud from a local interface. Hopefully late this year it will also support rendering cloud backtests, and finally, if you have data running a local backtest using the same rendering engine to display that. To make the code maintainable it must reuse most of the same charting technology we've written for the current QC GUI.
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.
Michael Silver
Jason F. Grissom, a local GUI was just released for QC. It's a great alternative to using the QC website, but it still has some of the backtest graphing limitations. Honestly, the QC platform is very impressive, but even 18 months later, the ploting of backtests is still a pain point. Did you ever create anything to plot the data? I'm also looking at using chart.js, which claims to be able to support millions of data points, efficiently. I need to examine the best way to output the data, i.e. can I use the output from QC's backtest or another format, etc. I'll let you know what my testing reveals.
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.
Derek Melchin
Hi everyone,
This is a known issue we are working to resolve. Sorry for the inconvenience and thank you for your patience.
Best,
Derek Melchin
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.
Kevin Du INVESTOR
Any update on this? I use mac and chrome the autocomplete doesn't work at all. I can't make any progress coding, especially I'm new.
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.
Derek Melchin
Hi Kevin,
This thread is in regards to autocomplete in our web IDE. Refer to this readme for guidance setting up autocomplete in a local environment. Please open a new thread for further assistance if autocomplete still doesn't work after following the readme.
Best,
Derek Melchin
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.
Laurent Crouzet
Kevin Du : it seems that autocomplete is eventually working again for me (Windows, using Chrome to connect to the web IDE)
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.
Kevin Du INVESTOR
It worked in my web enviornment too!
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.
Jared Broad
Yes we fixed this last week :), sorry for the hassle
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!