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Activity on QuantConnect

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.


Public Backtests (2)

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Square Asparagus Monkey

32Parameters

0Security Types

105Tradeable Dates

Casual Fluorescent Yellow Jellyfish

10Parameters

0Security Types

2Tradeable Dates


Community

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Bo started the discussion Momentum Algorithm

Hello,

4 years ago

Bo started the discussion Futures Market Limit Order

def enterMarketOrderPosition(self, symbol, position, posSize, tp, sl): """Enter a position...

4 years ago

Bo started the discussion Same algorithm different results during back testing

I'm running a futures algorithm with Renko Consolidator and keep running into an issue where the...

4 years ago

Bo left a comment in the discussion Renko Consolidator - unpredictable behavior

No, my understanding is Renko Bars do not have to be fixed. They can take a moving average, for...

4 years ago

Bo left a comment in the discussion Renko Consolidator - unpredictable behavior

Why is the bar sized fixed in RenkoConslidator? What was the thought process behind this?

4 years ago

Square Asparagus Monkey

32Parameters

0Security Types

105Tradeable Dates

Casual Fluorescent Yellow Jellyfish

10Parameters

0Security Types

2Tradeable Dates

Bo started the discussion Momentum Algorithm

Hello,

4 years ago

Bo started the discussion Futures Market Limit Order

def enterMarketOrderPosition(self, symbol, position, posSize, tp, sl): """Enter a position...

4 years ago

Bo started the discussion Same algorithm different results during back testing

I'm running a futures algorithm with Renko Consolidator and keep running into an issue where the...

4 years ago

Bo left a comment in the discussion Renko Consolidator - unpredictable behavior

No, my understanding is Renko Bars do not have to be fixed. They can take a moving average, for...

4 years ago

Bo left a comment in the discussion Renko Consolidator - unpredictable behavior

Why is the bar sized fixed in RenkoConslidator? What was the thought process behind this?

4 years ago

Bo left a comment in the discussion Same algorithm different results during back testing

I'vee opened up a support ticket since it seems a few bugs in the framework. However, before we...

4 years ago

Bo left a comment in the discussion Universe Selection with Minute rebalancing using Daily Indicators

Why would I get this same error on when Live, but not when back testing?

4 years ago

Bo left a comment in the discussion Futures Market Limit Order

Can you share the github link to the PR? Is the fix live now or going out in next release? 

4 years ago

Bo left a comment in the discussion Futures Market Limit Order

You can see the warning in the console in the attached backtest. 

4 years ago