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2.69Net Profit
15.943PSR
-0.353Sharpe Ratio
-0.003Alpha
-0.019Beta
1.143CAR
3.4Drawdown
-0.22Loss Rate
26Parameters
0Security Types
709Tradeable Dates
113Trades
0.319Treynor Ratio
0.46Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
27Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
31Parameters
1Security Types
0Sortino Ratio
3591Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-3.647Net Profit
0.789PSR
-1.525Sharpe Ratio
0Alpha
0Beta
-1.717CAR
9.1Drawdown
-0.28Loss Rate
32Parameters
0Security Types
650Tradeable Dates
237Trades
0Treynor Ratio
0.46Win Rate
-0.072Net Profit
0.001PSR
-31.846Sharpe Ratio
-0.019Alpha
0Beta
-0.072CAR
0.5Drawdown
-0.07Loss Rate
6Parameters
0Security Types
251Tradeable Dates
2Trades
247.206Treynor Ratio
0Win Rate
Akira started the discussion Issues Accessing Information For and From Research Notebook
For some reason I try copying my Algorithm ID so I can use it in my research notebook and it no...
Akira started the discussion Trying to Chart Continuous Futures Prices
For some reason I am having no luck in charting Futures Contracts but I can easily do it for...
Akira started the discussion Backtests Not Deploying Currently
Is anyone else currently having issues when trying to deploy backtests? My live trading node is...
Akira left a comment in the discussion Backtests Not Deploying Currently
These algorithms were testing Fine in the past and up until some hours ago. So it's not an...
2.69Net Profit
15.943PSR
-0.353Sharpe Ratio
-0.003Alpha
-0.019Beta
1.143CAR
3.4Drawdown
-0.22Loss Rate
26Parameters
0Security Types
709Tradeable Dates
113Trades
0.319Treynor Ratio
0.46Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
27Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
31Parameters
1Security Types
0Sortino Ratio
3591Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-3.647Net Profit
0.789PSR
-1.525Sharpe Ratio
0Alpha
0Beta
-1.717CAR
9.1Drawdown
-0.28Loss Rate
32Parameters
0Security Types
650Tradeable Dates
237Trades
0Treynor Ratio
0.46Win Rate
-0.072Net Profit
0.001PSR
-31.846Sharpe Ratio
-0.019Alpha
0Beta
-0.072CAR
0.5Drawdown
-0.07Loss Rate
6Parameters
0Security Types
251Tradeable Dates
2Trades
247.206Treynor Ratio
0Win Rate
Akira started the discussion Issues Accessing Information For and From Research Notebook
For some reason I try copying my Algorithm ID so I can use it in my research notebook and it no...
Akira left a comment in the discussion Issues Accessing Information For and From Research Notebook
Figured out the Algorithm ID issue but not the issue of copying the Analysis Images from my...
Akira started the discussion Trying to Chart Continuous Futures Prices
For some reason I am having no luck in charting Futures Contracts but I can easily do it for...
Akira started the discussion Backtests Not Deploying Currently
Is anyone else currently having issues when trying to deploy backtests? My live trading node is...
Akira left a comment in the discussion Backtests Not Deploying Currently
These algorithms were testing Fine in the past and up until some hours ago. So it's not an...
Akira started the discussion Problems Creating Strategy Description
Does anyone get issues when trying to save a strategy description for an algorithm where it does...
Akira left a comment in the discussion Problems Creating Strategy Description
No, I realise the platform was temporarily having some issues but it resolved itself some hours...
Akira left a comment in the discussion Error Creating ATR Indicator For Futures
Thanks for your reply! I will review your code example! Guy's I really do enjoy this community, I...
Akira started the discussion REQUEST FOR FUTURES EXAMPLE CODE
Guys, it's real hard to get decent example code showing how to add indicators to Futures. For...
Akira left a comment in the discussion REQUEST FOR FUTURES EXAMPLE CODE
Hey Scott,
Akira left a comment in the discussion REQUEST FOR FUTURES EXAMPLE CODE
For anyone seeking similar help, I got some example code to work. I'll attach the backtest here as...
Akira started the discussion No trades in backtest, Mia Can't Find an Issue
Hi guys, I have written a backtest for an Algorithm that tries to trade inside bars once the trend...
Akira started the discussion Point and Figure Charting Based Algorithm
Hi Guys, simple question. Has anyone ever implemented Point and Figure based charting for...
Akira started the discussion Error Creating ATR Indicator For Futures
Hi everyone, I've been trying to create indicators for a Futures Universe I created. I see the...
Akira started the discussion Cannot Initialize/Access ATR or BollingerBand Indicator Data for Futures Backtesting - Even after follwing Advice of 'Ask Mia'
I've been working on a simple Futures trading Algorithm, using the Example Algorithm provided by...
Akira started the discussion QuantConnect Backtest Randomly Stops Before End Date
Does anyone have an understanding of why some of the backtests randomly stop before reaching the...
Akira started the discussion Exporting Algorithm Results For Data Analysis
Does anyone know how to export the results of a QuantConnect Algorithmic Backtest? I'd Like to...
Akira started the discussion Can you export research done in the QuantBook to some format such as a PDF?
I really enjoy the QuantBook, I want to conduct research on my algorithms and export my findings to...
Akira started the discussion Issues working with data consolidaotrs
Akira started the discussion Data Query (OHLC-Data Different to Trading View for ETF's and Stocks)
Hi, I have been doing a lot of programming on Quantconnect. I recently realised the data on ETF's...
Akira started the discussion 5 minute Open Range Break - 5-minute bar not being observed by the algorithm.
I am trying to code a simple 5 miute open range break strategy. The strategy takes only the long...
Akira started the discussion Futures Algorithm Working with Indicies but Not other Futures Symbols
I replicated the Futures example algorithm offered by QuantConnect (using daily data instead),...
Akira started the discussion Futures Algorithm Working with Indicies but Not other Futures Symbols
The Algorithm Works for Futures symbols such as ‘ES’ and ‘NQ’ but not for something like...
Akira left a comment in the discussion Issues Accessing Information For and From Research Notebook
Figured out the Algorithm ID issue but not the issue of copying the Analysis Images from my...
4 days ago