I am new to QuantConnect and I am trying to simulate building a pension portfolio, and in this scenario I will deposit an amount every month.
The problem I am having is that when I add cash to my portfolio the statistics are mentioning a large net profit. That seemed strange to me. Therefore I created an algorithm that only adds cash every month and does not invest in any stocks. And it also shows a net profit because the equity is getting larger because of the added monthly cash.
Maybe I misread the statistics but for know i am having trouble to read the actual profits because of the monthly deposits. Can anyone point me in the right direction on how to read the statistics? Or is there anyway to filter out these deposits from the statistics?
Jared Broad
Sorry at this time the statistics cannot be edited to discount those deposits. It is a relatively rare usecase so we cannot give an ETA when this feature would be available. I've noted it down though and if we can do it at a later date I'll notify you.
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.
Eduardo Barros Verez
Hi there, I want to add up 50 USDT each month to the algorithm I made so I have more buying power but I dont want it to be part of my return, how can I fix it?
Eduardo Barros Verez
I think I have it, instead of adding Portfolio.Cash in: Portfolio.SetCash(Portfolio.Cash + monthlyDeposit)
I added Portfolio.CashBook['USDT'].Amount resulting in: Portfolio.SetCash(Portfolio.CashBook['USDT'].Amount + monthlyDeposit)
Vladimir
Eduardo Barros Verez
Try this way
Ondrej Glatz
Hello, is there any update on this one? It would be great to be able to simulate deposits/withdrawals with correct calculation of internal rate of return - i.e. such rate that would discount all the cashflows to zero (adding “artificial” withdrawal at the end equal to liquidation value of the porfolio). Thank you!
Louis Szeto
Hi Ondrej
Maybe you can use a dictionary to save the time and amount of deposits ever made and discount at the end?
Best
Louis
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.
Roy van der Tuuk
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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