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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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SIG_94 started the discussion How to run a backtest over multiple forex pairs?

Considering an SMA crossover strategy how can I make my algo loop through different forex pairs,...

3 years ago

SIG_94 started the discussion How to calculate Forex ordersize lots?

I'm trying to set a stop loss and take profit as a percent value of my accounti.e: I have 1000$ in...

3 years ago

SIG_94 started the discussion Np array has wrong dimensions

I'm  trying to create a simple script to spot candlestick patterns using the TA-Lib library,...

3 years ago

SIG_94 started the discussion How to select highest correlated pair of currencies?

Hello everybody, I'm working on a basic pairs trading strategy on the forex market, a little bit...

3 years ago

SIG_94 started the discussion Backtesting console does not show me all the trades

I set the basic script below to take trades from first of August 2020 to end of September 2020, but...

3 years ago

SIG_94 started the discussion How to run a backtest over multiple forex pairs?

Considering an SMA crossover strategy how can I make my algo loop through different forex pairs,...

3 years ago

SIG_94 started the discussion How to calculate Forex ordersize lots?

I'm trying to set a stop loss and take profit as a percent value of my accounti.e: I have 1000$ in...

3 years ago

SIG_94 started the discussion Np array has wrong dimensions

I'm  trying to create a simple script to spot candlestick patterns using the TA-Lib library,...

3 years ago

SIG_94 started the discussion How to select highest correlated pair of currencies?

Hello everybody, I'm working on a basic pairs trading strategy on the forex market, a little bit...

3 years ago

SIG_94 started the discussion Backtesting console does not show me all the trades

I set the basic script below to take trades from first of August 2020 to end of September 2020, but...

3 years ago

SIG_94 started the discussion How to access the time value from rolling window?

I'm trying to get the day and hour of when high or low has occurred using Rolling window.

3 years ago

SIG_94 left a comment in the discussion How to access the time value from rolling window?

Great, thanks. My bad I didn't realise it was that simple😊

3 years ago

SIG_94 left a comment in the discussion How to select highest correlated pair of currencies?

Thank you Vladimir, that was helpful. 

3 years ago

SIG_94 left a comment in the discussion Np array has wrong dimensions

Thank you for your reply Louis,

3 years ago

SIG_94 left a comment in the discussion How to calculate Forex ordersize lots?

Hi Derek,

3 years ago

SIG_94 left a comment in the discussion How to run a backtest over multiple forex pairs?

Hello Alexandre,

3 years ago

SIG_94 left a comment in the discussion How to run a backtest over multiple forex pairs?

Hello Alexandre, thank you for the reply. Below should appear my code.

3 years ago