Hi everyone,
I am new to this, I have done some basic codes and I am not sure why I do not get sensible win/loss ratios. I get 0 on both long and short. Anyone that can help me, please?
QUANTCONNECT COMMUNITY
Hi everyone,
I am new to this, I have done some basic codes and I am not sure why I do not get sensible win/loss ratios. I get 0 on both long and short. Anyone that can help me, please?
From the provided code, it seems like 'Renjie' is using a 5-minute TradeBarConsolidator to handle the data. This consolidator takes the last 5 minutes of trade data and consolidates it into one bar. The timestamp for this consolidated bar is the beginning of the 5-minute period.
However, in TradingView, the timestamp for a 5-minute bar is the end of the 5-minute period. This is why 'Renjie' is seeing a 5-minute difference between the timestamps in QuantConnect and TradingView.
This is not a bug, but rather a difference in how the two platforms handle and timestamp their data.
As for the Python code, I don't see any bugs related to the issue 'Renjie' is facing. The code is correctly setting up a 5-minute TradeBarConsolidator and handling the consolidated data.
For the Jupyter notebook, it seems to be setting up a QuantBook, adding SPY as an equity, and getting its historical data. It also sets up a Bollinger Bands indicator and plots it. There don't appear to be any bugs in this code related to the issue either.
If 'Renjie' wants the timestamps to match those in TradingView, they would need to adjust the timestamps in the QuantConnect data by adding 5 minutes. However, this might not be necessary depending on what they're trying to achieve.
Please note that this answer is based on the provided information and might not cover all possible issues 'Renjie' might be facing.
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