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14.837Net Profit
35.189PSR
0.717Sharpe Ratio
0.152Alpha
0.33Beta
14.881CAR
19Drawdown
-0.79Loss Rate
23Parameters
0Security Types
366Tradeable Dates
63Trades
0.348Treynor Ratio
1.36Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
62Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-21.414Net Profit
0.255PSR
-0.541Sharpe Ratio
-0.062Alpha
-0.045Beta
-10.218CAR
29.5Drawdown
-5.61Loss Rate
0Parameters
0Security Types
564Tradeable Dates
12Trades
1.453Treynor Ratio
6.26Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
2Security Types
0Sortino Ratio
85Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
2Security Types
0Sortino Ratio
85Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Tried building on this but focusing on an algorithim that will pick a list of stocks based off of...
Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks
And solved it:
Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks
First attempt at this is throwing an error:
Axist left a comment in the discussion Algorithim Sells holdings but no liquidate specified?
Answering my own question here since I cant delete this…OnData is adjusting the SetHoldings to...
14.837Net Profit
35.189PSR
0.717Sharpe Ratio
0.152Alpha
0.33Beta
14.881CAR
19Drawdown
-0.79Loss Rate
23Parameters
0Security Types
366Tradeable Dates
63Trades
0.348Treynor Ratio
1.36Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
62Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-21.414Net Profit
0.255PSR
-0.541Sharpe Ratio
-0.062Alpha
-0.045Beta
-10.218CAR
29.5Drawdown
-5.61Loss Rate
0Parameters
0Security Types
564Tradeable Dates
12Trades
1.453Treynor Ratio
6.26Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
2Security Types
0Sortino Ratio
85Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
19Parameters
2Security Types
0Sortino Ratio
85Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
9.548Net Profit
62.539PSR
1.816Sharpe Ratio
-1.562Alpha
0.309Beta
49.367CAR
9.2Drawdown
22Loss Rate
19Parameters
2Security Types
0.8576Sortino Ratio
85Tradeable Dates
106Trades
1.124Treynor Ratio
78Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
68Parameters
1Security Types
1315Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
32Parameters
0Security Types
4280Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
12.728Net Profit
36.503PSR
0.815Sharpe Ratio
0.031Alpha
0.142Beta
6.173CAR
5.2Drawdown
-0.22Loss Rate
8Parameters
0Security Types
731Tradeable Dates
20Trades
0.309Treynor Ratio
0.7Win Rate
3.088Net Profit
22.263PSR
0.367Sharpe Ratio
0.028Alpha
0.19Beta
3.088CAR
4.7Drawdown
-0.22Loss Rate
8Parameters
0Security Types
366Tradeable Dates
14Trades
0.123Treynor Ratio
0.7Win Rate
15.56Net Profit
73.168PSR
2.695Sharpe Ratio
0.506Alpha
1.513Beta
95.694CAR
13.5Drawdown
8Loss Rate
56Parameters
1Security Types
0Sortino Ratio
53Tradeable Dates
36Trades
0.423Treynor Ratio
92Win Rate
1.479Net Profit
77.591PSR
2.177Sharpe Ratio
0.046Alpha
0.048Beta
7.308CAR
1.1Drawdown
50Loss Rate
83Parameters
1Security Types
0.5368Sortino Ratio
52Tradeable Dates
60Trades
1.059Treynor Ratio
50Win Rate
1.763Net Profit
77.778PSR
2.313Sharpe Ratio
0.056Alpha
0.053Beta
8.762CAR
1.4Drawdown
40Loss Rate
83Parameters
1Security Types
0.4716Sortino Ratio
52Tradeable Dates
60Trades
1.153Treynor Ratio
60Win Rate
0.622Net Profit
13.932PSR
0.202Sharpe Ratio
-0.01Alpha
0.121Beta
0.486CAR
2.4Drawdown
-0.01Loss Rate
8Parameters
0Security Types
322Tradeable Dates
133Trades
0.029Treynor Ratio
0.03Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
322Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.138Net Profit
11.668PSR
0.005Sharpe Ratio
0.008Alpha
0.073Beta
-0.139CAR
5.2Drawdown
-0.3Loss Rate
38Parameters
0Security Types
-0.016Sortino Ratio
251Tradeable Dates
298Trades
0.004Treynor Ratio
0.28Win Rate
70.936Net Profit
77.54PSR
2.025Sharpe Ratio
0.084Alpha
2.067Beta
70.936CAR
12.2Drawdown
-0.02Loss Rate
22Parameters
0Security Types
2.106Sortino Ratio
366Tradeable Dates
115Trades
0.238Treynor Ratio
1.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
462Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
462Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
53.617Net Profit
73.909PSR
1.819Sharpe Ratio
0.017Alpha
1.808Beta
53.617CAR
12.2Drawdown
-0.08Loss Rate
9Parameters
0Security Types
1.862Sortino Ratio
366Tradeable Dates
274Trades
0.207Treynor Ratio
1.05Win Rate
47.791Net Profit
62.614PSR
1.485Sharpe Ratio
0.281Alpha
0.376Beta
47.529CAR
21.1Drawdown
-1.45Loss Rate
9Parameters
0Security Types
1.261Sortino Ratio
367Tradeable Dates
40Trades
0.915Treynor Ratio
3.08Win Rate
41.941Net Profit
59.979PSR
1.394Sharpe Ratio
0.252Alpha
0.313Beta
41.805CAR
21.1Drawdown
-1.72Loss Rate
9Parameters
0Security Types
1.199Sortino Ratio
367Tradeable Dates
34Trades
0.973Treynor Ratio
2.99Win Rate
34.827Net Profit
77.564PSR
1.827Sharpe Ratio
0.014Alpha
1.144Beta
34.827CAR
5.9Drawdown
0Loss Rate
9Parameters
0Security Types
1.995Sortino Ratio
366Tradeable Dates
61Trades
0.21Treynor Ratio
3.34Win Rate
47.578Net Profit
60.255PSR
1.427Sharpe Ratio
0.27Alpha
0.464Beta
47.422CAR
27Drawdown
-3.27Loss Rate
9Parameters
0Security Types
1.128Sortino Ratio
367Tradeable Dates
34Trades
0.75Treynor Ratio
3.16Win Rate
7.928Net Profit
31.018PSR
0.569Sharpe Ratio
0.09Alpha
0.172Beta
9.243CAR
15.4Drawdown
-0.78Loss Rate
9Parameters
2Security Types
0.541Sortino Ratio
316Tradeable Dates
76Trades
0.416Treynor Ratio
1.41Win Rate
7.928Net Profit
31.018PSR
0.569Sharpe Ratio
0.09Alpha
0.172Beta
9.243CAR
15.4Drawdown
-0.78Loss Rate
9Parameters
2Security Types
0.541Sortino Ratio
316Tradeable Dates
76Trades
0.416Treynor Ratio
1.41Win Rate
3.968Net Profit
21.57PSR
0.296Sharpe Ratio
0.076Alpha
0.322Beta
4.612CAR
19Drawdown
-0.95Loss Rate
9Parameters
2Security Types
0.245Sortino Ratio
316Tradeable Dates
91Trades
0.131Treynor Ratio
1.31Win Rate
35.987Net Profit
84.296PSR
2.081Sharpe Ratio
-0.018Alpha
1.789Beta
35.987CAR
4.8Drawdown
-0.94Loss Rate
9Parameters
0Security Types
2.204Sortino Ratio
366Tradeable Dates
31Trades
0.137Treynor Ratio
2.66Win Rate
59.715Net Profit
69.277PSR
1.718Sharpe Ratio
0.333Alpha
0.548Beta
59.51CAR
26.9Drawdown
-3.27Loss Rate
9Parameters
0Security Types
1.467Sortino Ratio
367Tradeable Dates
38Trades
0.774Treynor Ratio
4.23Win Rate
-17.77Net Profit
4.421PSR
-0.49Sharpe Ratio
-0.015Alpha
0.938Beta
-20.342CAR
30.6Drawdown
-1.66Loss Rate
9Parameters
2Security Types
-0.678Sortino Ratio
314Tradeable Dates
120Trades
-0.128Treynor Ratio
1.59Win Rate
Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Apologies! Realized I uploaded the wrong version. BuySignals is its own function, and it has a...
Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Tried building on this but focusing on an algorithim that will pick a list of stocks based off of...
Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks
And solved it:
Axist left a comment in the discussion Getting Historical Stock Price on a list of stocks
First attempt at this is throwing an error:
Axist left a comment in the discussion Algorithim Sells holdings but no liquidate specified?
Answering my own question here since I cant delete this…OnData is adjusting the SetHoldings to...
Axist left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet
I might be missing understanding of how you described meta labeling, essentially ML to test the...
Axist started the discussion TypeError : trade() takes 1 positional argument but 2 were given
The error I am gettingRuntime Error: TypeError : trade() takes 1 positional argument but 2 were...
Axist started the discussion Porting Quandl over to NasdaqDataLink in an algo
How would I start going about this? If I wanted the same data I was pulling from this previously...
Axist started the discussion Scaling Trailing Stop Loss based on Profit
Does anyone have examples of scaling Trailing Stop losses based on x% amount of profit in python?...
Axist started the discussion SuperTrend buy/sell signal troubleshooting
Trying to understand why I cant get the buy and sell conditions to fire on a "upNow" and "downNow"...
Axist started the discussion Setting a Profit point and Stop Loss after every Buy Signal
I am trying to automatically attach essentially a limit stop loss order after every buy signal...
Axist started the discussion Troubleshooting error, multiple indicators / different times
This is what I am getting. Can anyone please point me in the right direction?
Axist started the discussion Nested Buy / Sell conditions
I am trying to make a buy condition that initially check if the 4 major markets are in an uptrend,...
Axist started the discussion ATR Trailing Stop Loss on OrderFill
Running into an unknown why the algo only takes a single trade. Nothing is showing up in the...
Axist started the discussion Last 5 bars above a moving average line
Hello all,
Axist started the discussion Cancelling limit orders that are made manually while bot is running
Is this possible? I can liquidate individual positions manually with a market order or limit...
Axist started the discussion Understanding Universe Selection Algorithm
I am trying to figure out why I am getting the following error:
Axist started the discussion Feature Idea - Alpha Marketplace
It would be cool if some sort of statistics were viewable around whether the owner of the Alpha was...
Axist started the discussion No specified error, backtest just hangs
I am trying to figure out why this just runs endlessly. No error is specified and nothing appears...
Axist started the discussion Populating an array of tickers with coarse and fine universe
Axist started the discussion First attempt at Random Forest ML
A few things. Currently I have the Coarse and Fine Selector turned off. I can turn them on and...
Axist started the discussion Coarse function takes top 10 holdings from an ETF
Say I want to trade only the top 10 holdings of QQQ. Can this be done via a Coarse/Fine universal...
Axist started the discussion Appending current Universe to self.ActiveSecurities or another variable
My goal is to get self.tickers to be populated so that I can iterate through them and perform...
Axist started the discussion Multiple Fine filters based on sector assigning to independent variables
Is it possible to pick the top 2 stocks of each sector and store each of the two stocks into its...
Axist started the discussion Multiple universe coarse/fine combonations
I'm looking to do something like this where I have multiple Coarse selectors assigning tickers to...
Axist started the discussion Runtime error - KeyError exception
Can anyone explain to me why I am getting the following error? When looking at the Order history,...
Axist left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Apologies! Realized I uploaded the wrong version. BuySignals is its own function, and it has a...
1 years ago