QUANTCONNECT COMMUNITY

Intraday reversal: Go long S&P 500 stocks with big gap downs vs ATR; close 15 mins after open.

Check Sharpe Ratio & CAGR in live trading via reports after liquidation in QuantConnect.

How to check delay in receiving daily forex data from OANDA in live trading?

OANDA daily forex bars on QuantConnect end at 20:00:00 ET (00:00:00 UTC).

Issue: SPX closing prices in QuantConnect appear inaccurate or mismatched.

Forex daily data arrives with a delay, causing duplicate timestamps and outdated prices.

Daily forex live data returned April 30 close for May 1; causes duplicate timestamps and stale data. Why?

Issue: Live Forex price data on QuantConnect is delayed, affecting daily trading.

Add exit rule by customizing AlphaModel; implement logic to remove stocks on signal reversal.

Error opening projects on iPad Chrome due to third party cookies not enabled, even after enabling them. Seeking help.

Momentum strategy using averaged parameters, dynamic sizing, and risk management for consistency.

Win/loss is tracked by closed positions: LEAN matches buy/sell pairs to calculate results.

Applying a common strategy, the opening-range breakout, across a limited universe of abnormal volume assets, the QuantConnect research was able to generate a 2.4 Sharpe Ratio across a universe of 1000 stocks.

Summary: Can't find option strikes below current price; options don't update with price changes.

Fetch portfolio values for specific months using QC backtest equity curve via API.

Order rejected: Exchange closed. Daily resolution doesn't auto-convert to market open.

Manual and auto RSI warmups differ at start; later values match as expected.

Query about accessing intraday VIX data through options instead of index and reliability of minute VIX data.

Trouble retrieving minute-level VIX data; only daily available. Options data approach failed.

Triton Quant takes 1st in Q1 2025 Quant League with 14.88% return, followed by Imperial College and Stony Brook. All out of sample, live trading returns.