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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.


Public Backtests (19)

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Alert Fluorescent Yellow Shark

365Tradeable Dates

Calm Magenta Jaguar

1Tradeable Dates

Virtual Fluorescent Pink Dolphin

362Tradeable Dates

Measured Light Brown Termite

362Tradeable Dates

Ugly Fluorescent Yellow Salamander

1Tradeable Dates


Community

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Boris started the discussion Measure the shadow length, and as percentage of entire candle

I am trying to determine the length of the candle and its shadows and also the shadow as...

7 years ago

Boris started the discussion RollingWindow.Add(data?)

I can't seem to figure out how to name the data to put it into RollingWindow. I am sure,...

7 years ago

Boris started the discussion Not catching all candles

I've been trying to find all Bearish Candles (Close < Open) falling on volume...

7 years ago

Boris started the discussion EMA

A couple of simple questions concerning moving averages.

7 years ago

Boris started the discussion CandleSettingType Enumeration

Sorry for the newbie question.

7 years ago

Alert Fluorescent Yellow Shark

365Tradeable Dates

Calm Magenta Jaguar

1Tradeable Dates

Virtual Fluorescent Pink Dolphin

362Tradeable Dates

Measured Light Brown Termite

362Tradeable Dates

Ugly Fluorescent Yellow Salamander

1Tradeable Dates

Geeky Sky Blue Gorilla

1Tradeable Dates

Alert Fluorescent Pink Rabbit

1Tradeable Dates

Dancing Red Shark

1Tradeable Dates

Calculating Fluorescent Yellow Termite

1Tradeable Dates

Ugly Yellow-Green Fly

1Tradeable Dates

Determined Brown Goat

1Tradeable Dates

Casual Yellow Chinchilla

1Tradeable Dates

Hyper-Active Red-Orange Wolf

1Tradeable Dates

Dancing Red Cat

1Tradeable Dates

Fat Magenta Baboon

1Tradeable Dates

Creative Tan Donkey

1Tradeable Dates

Smooth Tan Frog

366Tradeable Dates

Dancing Fluorescent Yellow Elephant

365Tradeable Dates

Upgraded Blue Viper

2Tradeable Dates

Boris started the discussion Measure the shadow length, and as percentage of entire candle

I am trying to determine the length of the candle and its shadows and also the shadow as...

7 years ago

Boris started the discussion RollingWindow.Add(data?)

I can't seem to figure out how to name the data to put it into RollingWindow. I am sure,...

7 years ago

Boris started the discussion Not catching all candles

I've been trying to find all Bearish Candles (Close < Open) falling on volume...

7 years ago

Boris started the discussion EMA

A couple of simple questions concerning moving averages.

7 years ago

Boris started the discussion CandleSettingType Enumeration

Sorry for the newbie question.

7 years ago

Boris started the discussion How to download a log from Desktop Backtest?

How can I download the log of the Backtest on my Desktop? The link at the end of the log does not...

7 years ago

Boris started the discussion Trying to exclude Spinning Tops

I am running my algorithm, trying to find candles of particular design (See If statement). On one...

7 years ago

Boris started the discussion Trying to exclude overnight data to create SMA from intraday data

Trying to create SMA-40 from intraday 5-min data. The data includes extended hours. I would...

7 years ago

Boris started the discussion Need to find Today's low up to this point

I am using 5-min data and trying to see if the candle I am looking for is making a new low for...

7 years ago

Boris started the discussion Yesterday High from 5-min Intraday Data

I wanted to share an algorithm where you can generate yesterday (9:30am - 4:00pm) High from...

7 years ago

Boris started the discussion Average True RealBody

Is there a way to calculate Average True RealBody with Exponential Moving Average, like we...

7 years ago

Boris started the discussion Indicator (or Trades) Count

I am sure the answer to this question is simple, but I can't find it.

7 years ago

Boris left a comment in the discussion Average True RealBody

Thanks for your advice.

7 years ago

Boris left a comment in the discussion Average True RealBody

@Alexandre,

7 years ago

Boris left a comment in the discussion Average True RealBody

Thanks for your help

7 years ago

Boris left a comment in the discussion Average True RealBody

But the above calculations apply to Average True Range only, where Range is from High to Low,...

7 years ago

Boris left a comment in the discussion Yesterday High from 5-min Intraday Data

Thank you for your comment, again.

7 years ago

Boris left a comment in the discussion IB Futures Trading

Is this an intraday data?

7 years ago

Boris started the discussion Trying to Import 5-min Data

I've been trying to import 5-min intraday data. I have my own files (.csv) with ES...

8 years ago