Brian Fontenot
Quant
Date Joined
19th February, 2021
Bootcamp progress
32% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-02-09 20:39:07
C# Programming
Choose C# as your preferred programming language.
2021-06-20 17:32:33
Python Programming
Choose Python as your preferred programming language.
2021-02-19 05:41:35
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-12-11 02:28:01
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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)
View More42.84Net Profit
66.56PSR
1.236Sharpe Ratio
0.202Alpha
0.011Beta
28.565CAR
2.5Drawdown
-0.23Loss Rate
18Parameters
0Security Types
6.017Sortino Ratio
0Tradeable Dates
324Trades
18.48Treynor Ratio
0.78Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBrian started the discussion Consolidator produced tradebars passed into one indicator works but doesn't work when passing into two consecutive indicators
I am manually updating the consolidator with hour bars to make 4 hour bars. Works as intended with...
Brian left a comment in the discussion Consolidator produced tradebars passed into one indicator works but doesn't work when passing into two consecutive indicators
Hi Fred thanks for the answer. I've attached a backtest of the algorithm. The indicators are a...
42.84Net Profit
66.56PSR
1.236Sharpe Ratio
0.202Alpha
0.011Beta
28.565CAR
2.5Drawdown
-0.23Loss Rate
18Parameters
0Security Types
6.017Sortino Ratio
0Tradeable Dates
324Trades
18.48Treynor Ratio
0.78Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Brian started the discussion Consolidator produced tradebars passed into one indicator works but doesn't work when passing into two consecutive indicators
I am manually updating the consolidator with hour bars to make 4 hour bars. Works as intended with...
Brian left a comment in the discussion Consolidator produced tradebars passed into one indicator works but doesn't work when passing into two consecutive indicators
Here is the second version with just one indicator that is working
Brian left a comment in the discussion Consolidator produced tradebars passed into one indicator works but doesn't work when passing into two consecutive indicators
Hi Fred thanks for the answer. I've attached a backtest of the algorithm. The indicators are a...
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Brian left a comment in the discussion Consolidator produced tradebars passed into one indicator works but doesn't work when passing into two consecutive indicators
Here is the second version with just one indicator that is working
3 years ago