李元骏
Quant
Date Joined
3rd May, 2024
Bootcamp progress
100% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-12-17 23:29:18
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-05-19 14:07:25
C# Programming
Choose C# as your preferred programming language.
2024-05-03 09:35:19
Python Programming
Choose Python as your preferred programming language.
2024-05-03 09:31:11
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2024-05-04 09:29:41
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2024-05-11 06:52:24
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Public Backtests (3)
View More-6.564Net Profit
15.887PSR
-0.742Sharpe Ratio
-0.267Alpha
0.9Beta
-20.673CAR
15.7Drawdown
-1.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
149Trades
-0.199Treynor Ratio
0.52Win Rate
273.707Net Profit
2.561PSR
0.481Sharpe Ratio
0Alpha
0Beta
9.122CAR
31Drawdown
-0.38Loss Rate
27Parameters
0Security Types
0Tradeable Dates
8293Trades
0Treynor Ratio
0.37Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View More李元骏 started the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..
I have several up insights and ImmediateExcecution model
李元骏 left a comment in the discussion Order rejected on Daily Resolution
the same problem with me
李元骏 left a comment in the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..
cannot solve my problem
李元骏 left a comment in the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..
here is the backtest sample
-6.564Net Profit
15.887PSR
-0.742Sharpe Ratio
-0.267Alpha
0.9Beta
-20.673CAR
15.7Drawdown
-1.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
149Trades
-0.199Treynor Ratio
0.52Win Rate
273.707Net Profit
2.561PSR
0.481Sharpe Ratio
0Alpha
0Beta
9.122CAR
31Drawdown
-0.38Loss Rate
27Parameters
0Security Types
0Tradeable Dates
8293Trades
0Treynor Ratio
0.37Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
李元骏 left a comment in the discussion Order rejected on Daily Resolution
and encontered this issue
李元骏 started the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..
I have several up insights and ImmediateExcecution model
李元骏 left a comment in the discussion Order rejected on Daily Resolution
the same problem with me
李元骏 left a comment in the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..
cannot solve my problem
李元骏 left a comment in the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..
here is the backtest sample
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李元骏 left a comment in the discussion Order rejected on Daily Resolution
and encontered this issue
20 days ago