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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
206Parameters
0Security Types
0Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
30Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
dahui started the discussion How/when does the daily amount of backtest log reset?
I'm wondering how the daily amount of backtest log (3072kb total max) resets, e.g., is it all at...
dahui started the discussion Easily set backtest date to an entire month
I've been setting the date range of my backtests like the following:
dahui started the discussion Slow backtest speeds over the past few days?
I'm testing an intraday strategy which I usually test by running each backtest over a monthly...
dahui started the discussion Backtest Daily Log not refreshing
I've been using QuantConnect for the past few years now. I outputted backtest logs yesterday until...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
206Parameters
0Security Types
0Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
30Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
44Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.244Net Profit
0PSR
-8.838Sharpe Ratio
-0.075Alpha
-0.075Beta
-25.747CAR
0.4Drawdown
-0.03Loss Rate
47Parameters
0Security Types
-10.892Sortino Ratio
0Tradeable Dates
79Trades
1.362Treynor Ratio
0.05Win Rate
17Parameters
0Security Types
0Tradeable Dates
17Parameters
0Security Types
0Tradeable Dates
dahui started the discussion How/when does the daily amount of backtest log reset?
I'm wondering how the daily amount of backtest log (3072kb total max) resets, e.g., is it all at...
dahui started the discussion Easily set backtest date to an entire month
I've been setting the date range of my backtests like the following:
dahui started the discussion Slow backtest speeds over the past few days?
I'm testing an intraday strategy which I usually test by running each backtest over a monthly...
dahui started the discussion Backtest Daily Log not refreshing
I've been using QuantConnect for the past few years now. I outputted backtest logs yesterday until...
dahui left a comment in the discussion What is this error?
I am also getting the error.
dahui left a comment in the discussion Slow backtest speeds over the past few days?
Issue seems to be slightly different actually… I've run it a few times and it always seems to...
dahui started the discussion Multiple strategies intraday
It's been a few years but I may finally be at the point of having a profitable intraday strategy. I...
dahui started the discussion IBKR vs Tradier live trading equities
I'm wondering why anyone would choose IBKR vs Tradier for trading equities intraday. The fees for...
dahui started the discussion Unable to use Xgboost model trained locally
Hi, I've been using QuantConnect for the past couple years and am very pleased with its...
dahui left a comment in the discussion Unable to use Xgboost model trained locally
I just tried calibrating the model directly within QuantConnect with some dummy data and it seemed...
dahui left a comment in the discussion Unable to use Xgboost model trained locally
Thanks a lot for the help Louis. Below is the code I use for encoding and outputting the base64...
dahui started the discussion Confused about MarketOrder() and StopMarketOrder()
Hi, I am trying to buy stock using a market order, and then have a stop-loss using a stop market...
dahui started the discussion Difficulty adding leverage when using CoarseSelectionFunction
Hi, I've just started using the QuantConnect platform and am impressed with the functionality. I am...
dahui started the discussion How fast can Quantconnect run for live day trading?
For instance, can a bot created using Quantconnect's platform have some 200 stocks in its universe...
dahui started the discussion Reset VWAP after each trading day
Hi, I am trying to calculate VWAP where it uses all data from the beginning of each day (including...
dahui started the discussion List is a tuple of "QuantConnect.Algorithm.QCAlgorithm" and the list
I created a dictionary of lists, with symbols as keys. When I try to pass one of the lists to a...
dahui started the discussion When doing History request getting error "AttributeError : 'Series' object has no attribute 'volume'"
Hi, when doing a History request I am getting an error: `AttributeError : 'Series' object has no...
dahui started the discussion Calculate difference between market buy and market sell volume over some interval
I have been using Quantconnect for about a year and am really pleased with its functionality. I am...
dahui started the discussion Allow more lines to be output in console
I've been using Quantconnect for about a year now and am very pleased with its functionality. I am...
dahui left a comment in the discussion Allow more lines to be output in console
Thank you both for the comments. However I am not trying to log an entire data frame, just print...
dahui left a comment in the discussion Calculate difference between market buy and market sell volume over some interval
Hi Louis,
dahui left a comment in the discussion What is this error?
I am also getting the error.
1 years ago