Weird Behavior of Liquidate() and Profits

Hi Miriam,

I highly recommend completing the boot camps. They are the best way to learn how Lean works.  You can also use the documentation to learn more about trading and indicators.

Best
Rahul

My concern is also how the rescue algorithm loses so much, maybe there is a way to reverse it? And the algorithm will be profitable

Thank you!!

Hi Miriam,

We can reverse the strategy by changing the algorithm's market long order inside HandleRenkoClose into a market short order

Looking at the attached backtest which implements this change, we see the strategy still has a negative return. This is because of the fees incurred by placing over 10,000 trades throughout the backtest.

Best,
Derek Melchin

Thanks so much for your reply,
But the reason for the decline is not because of the fees,
Fees are zero and still have minus

Thank you

Hey Miriam,

The algorithm loses money because the algorithm loses more often than it wins. We can observe this in the overview tab of the backtest report. The rolling statistics section allows us to view the loss rate up to 4 significant digits. Here we can see that the average loss rate is greater than 0.5000. This is what produces the the net return of -0.139%.

Best
Rahul

Why can't I see the answers ??

Thank you Rahul!
If he loses, when we turn him around he should make a profit, why doesn't it work ???

Thank you very much