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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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Measured Red Jellyfish

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Fluorescent Orange Jaguar

-2.678Net Profit

-1.484Sharpe Ratio

-0.134Alpha

0.37Beta

-10.318CAR

3.7Drawdown

56Loss Rate

1Security Types

-0.14794412641767Sortino Ratio

0Tradeable Dates

98Trades

-0.232Treynor Ratio

44Win Rate


Community

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Chris started the discussion Renko chart with ATR calculation

Hi, Is it possible to develop a strategy using Renko bars with ATR calculation?Thanks

1 years ago

Chris started the discussion Extract daily P&L from a backtest

Hi,

6 years ago

Chris left a comment in the discussion Download Equity Curve

Maybe this can help:

6 years ago

Chris left a comment in the discussion Extract daily P&L from a backtest

Thank you Jing.

6 years ago

Chris left a comment in the discussion Williams % R indicator

Thank you Alexandre for all the responses you made on my various post. Much appreciated ;-)

6 years ago

Measured Red Jellyfish

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Fluorescent Orange Jaguar

-2.678Net Profit

-1.484Sharpe Ratio

-0.134Alpha

0.37Beta

-10.318CAR

3.7Drawdown

56Loss Rate

1Security Types

-0.14794412641767Sortino Ratio

0Tradeable Dates

98Trades

-0.232Treynor Ratio

44Win Rate

Chris started the discussion Renko chart with ATR calculation

Hi, Is it possible to develop a strategy using Renko bars with ATR calculation?Thanks

1 years ago

Chris started the discussion Extract daily P&L from a backtest

Hi,

6 years ago

Chris left a comment in the discussion Download Equity Curve

Maybe this can help:

6 years ago

Chris left a comment in the discussion Extract daily P&L from a backtest

Thank you Jing.

6 years ago

Chris left a comment in the discussion Williams % R indicator

Thank you Alexandre for all the responses you made on my various post. Much appreciated ;-)

6 years ago

Chris started the discussion Issue with the Dual Thrust Trading Algorithm

Hi,When I try to run the backtest I get an error on this line:

7 years ago

Chris started the discussion ATR indicator (python)

Hi,

7 years ago

Chris started the discussion Close history

Hi everyone,

7 years ago

Chris started the discussion Williams % R indicator

Hi,

7 years ago

Chris started the discussion VWAP Algo (Best-Efforts)

Is there a way to implement the VWAP Algo (Best-Efforts) when live trading with IB ?

7 years ago

Chris left a comment in the discussion Williams % R indicator

Thank you Alexandre, but in order to make it work correctly I also had to change:

7 years ago

Chris left a comment in the discussion Close history

Thank you Jared.

7 years ago

Chris left a comment in the discussion ATR indicator (python)

Thank you very much Jingw.

7 years ago

Chris started the discussion Simple code to translate from NinjaTrader

Hi everyone,

9 years ago