- 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 More0Net Profit
-0.049Sharpe Ratio
-0.001Alpha
-0.01Beta
-0.231CAR
16.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
0.122Treynor Ratio
0Win Rate
626Tradeable Dates
Community
View MoreDan started the discussion Comparison of decimal values from a tradebar
I have coded an example strategy that uses the following concepts:
Dan started the discussion Conversion of NinjaTrader Data Series Class
In Ninjatrader, I can define a data series class:
Dan started the discussion Rolling window from a subroutine
Is there an easy way to use the rolling window of an indicator while in a subroutine called by the...
Dan started the discussion Lean Engine Compile
Which version of Visual Studio do you sugest for a Lean Compile. I just updated my enterprise...
Dan started the discussion Downloading Data Timeout
0Net Profit
-0.049Sharpe Ratio
-0.001Alpha
-0.01Beta
-0.231CAR
16.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
0.122Treynor Ratio
0Win Rate
626Tradeable Dates
Dan started the discussion Comparison of decimal values from a tradebar
I have coded an example strategy that uses the following concepts:
Dan started the discussion Conversion of NinjaTrader Data Series Class
In Ninjatrader, I can define a data series class:
Dan started the discussion Rolling window from a subroutine
Is there an easy way to use the rolling window of an indicator while in a subroutine called by the...
Dan started the discussion Lean Engine Compile
Which version of Visual Studio do you sugest for a Lean Compile. I just updated my enterprise...
Dan started the discussion Downloading Data Timeout
Dan started the discussion Communication between algorithms
Do you have any examples of how to communicate information between two algorithms?
Dan left a comment in the discussion Introducing the LEAN Algorithm Monitor
This looks great! I cannot wait to try it.
Dan left a comment in the discussion Rolling window from a subroutine
ok, I found the problem. The rolling window should be visible to the functions and...
Dan left a comment in the discussion Lean Engine Compile
I found the following that helps with the compile.
Dan left a comment in the discussion Rolling window from a subroutine
Thanks, I am going to go over my logic with debug and make sure I am updating the vars as...
Dan left a comment in the discussion Rolling window from a subroutine
Here is an attempt to use the tradebars/rolling window in my subroutines. I have something...
Dan started the discussion Multiple Portfolios
How would I go about having two or more portfolios of instruments in the same backtest? I would...
QuantConnect™ 2024. All Rights Reserved
Dan left a comment in the discussion Really struggling to find full Python documentation
When you are on the documentation page, you can select python as the laguage and the documentation...
7 years ago