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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 (7)

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Sleepy Fluorescent Orange Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red-Orange Hippopotamus

850Tradeable Dates

Ugly Tan Sardine

127Tradeable Dates

Jumping Fluorescent Pink Termite

1Tradeable Dates

Retrospective Yellow-Green Fox

252Tradeable Dates


Community

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Dmitri started the discussion Backtest tradebar data issues

IBM on October 7, 2013, was O:181.85 H:183.31 L:181.85 C:182.01. I added “IBM” to my algorithm...

3 years ago

Dmitri started the discussion No scrollbars

No scrollbars in API.

5 years ago

Dmitri started the discussion One cancels other or all, and order attachment

OCO are convenient for bracket orders and exclusive entry for double setups. OCA is similar and...

9 years ago

Dmitri started the discussion Trading live with historical data training

Suppose I develop an algorithm, backtest it, everything's great. Now I switch it to live and I want...

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

@MichaelH -- good to know, thanks.

9 years ago

Sleepy Fluorescent Orange Whale

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red-Orange Hippopotamus

850Tradeable Dates

Ugly Tan Sardine

127Tradeable Dates

Jumping Fluorescent Pink Termite

1Tradeable Dates

Retrospective Yellow-Green Fox

252Tradeable Dates

Adaptable Yellow-Green Jackal

252Tradeable Dates

Crawling Tan Gorilla

3768Tradeable Dates

Dmitri started the discussion Backtest tradebar data issues

IBM on October 7, 2013, was O:181.85 H:183.31 L:181.85 C:182.01. I added “IBM” to my algorithm...

3 years ago

Dmitri started the discussion No scrollbars

No scrollbars in API.

5 years ago

Dmitri started the discussion One cancels other or all, and order attachment

OCO are convenient for bracket orders and exclusive entry for double setups. OCA is similar and...

9 years ago

Dmitri started the discussion Trading live with historical data training

Suppose I develop an algorithm, backtest it, everything's great. Now I switch it to live and I want...

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

@MichaelH -- good to know, thanks.

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

It depends on your desired time frame. If you want to trade 15min bars but your data is 1min, then...

9 years ago

Dmitri left a comment in the discussion Need help with a backtest error

Please look at my edits to your project.

9 years ago

Dmitri left a comment in the discussion Help with External Source - minute resolution data / Exponential Moving Average

Hi @Pedro, please look at my edits to your project. Note how I use consolidator and register...

9 years ago

Dmitri left a comment in the discussion Trailing Orders

@Jose, you can look at my clone and check the log, I hope I made things more clear. I edited your...

9 years ago

Dmitri left a comment in the discussion Trailing Orders

@Juan, I also noticed that your StopMarket orders seem to fill immediately, but haven't looked at...

9 years ago