cover
  • Profile
  • Backtests
  • Community

Biography

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 More
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

View More

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 Close history

Hi everyone,

6 years ago

Chris started the discussion Williams % R indicator

Hi,

6 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 ?

6 years ago

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

Hi,

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 Close history

Hi everyone,

6 years ago

Chris started the discussion Williams % R indicator

Hi,

6 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 ?

6 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 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:

6 years ago

Chris left a comment in the discussion Close history

Thank you Jared.

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 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