emiliano fraticelli
Quant
Date Joined
3rd July, 2020
Bootcamp progress
6% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-07-11 14:29:35
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-07-14 21:04:39
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-07-08 11:46:32
Python Programming
Choose Python as your preferred programming language.
2020-07-03 17:48:40
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Public Backtests (7)
View More-200.045Net Profit
0.322PSR
-0.181Sharpe Ratio
-3.531Alpha
2.058Beta
0CAR
200Drawdown
76Loss Rate
0Parameters
1Security Types
-0.0485Sortino Ratio
408Tradeable Dates
540Trades
-0.486Treynor Ratio
24Win Rate
2.25Net Profit
93.637PSR
12.806Sharpe Ratio
0.765Alpha
0.119Beta
114.145CAR
1.1Drawdown
36Loss Rate
0Parameters
1Security Types
0.5Sortino Ratio
9Tradeable Dates
72Trades
8.329Treynor Ratio
64Win Rate
3.158Net Profit
97.679PSR
15.425Sharpe Ratio
1.735Alpha
-0.066Beta
189.789CAR
1.1Drawdown
44Loss Rate
0Parameters
1Security Types
1.1326Sortino Ratio
9Tradeable Dates
36Trades
-24.746Treynor Ratio
56Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.711Net Profit
59.113PSR
2.97Sharpe Ratio
0.981Alpha
-0.383Beta
30.652CAR
1.8Drawdown
44Loss Rate
0Parameters
1Security Types
0.1033Sortino Ratio
8Tradeable Dates
48Trades
-0.887Treynor Ratio
56Win Rate
Community
View Moreemiliano started the discussion Help me with SL and TP
Hi, everybody!
emiliano started the discussion External data, using Excel as a IDE
Hi!
emiliano started the discussion Executing a scheduled trade correctly
hi!
emiliano started the discussion Backtest runs until 2019-02-19 with no SetEndDate
Hi!
-200.045Net Profit
0.322PSR
-0.181Sharpe Ratio
-3.531Alpha
2.058Beta
0CAR
200Drawdown
76Loss Rate
0Parameters
1Security Types
-0.0485Sortino Ratio
408Tradeable Dates
540Trades
-0.486Treynor Ratio
24Win Rate
2.25Net Profit
93.637PSR
12.806Sharpe Ratio
0.765Alpha
0.119Beta
114.145CAR
1.1Drawdown
36Loss Rate
0Parameters
1Security Types
0.5Sortino Ratio
9Tradeable Dates
72Trades
8.329Treynor Ratio
64Win Rate
3.158Net Profit
97.679PSR
15.425Sharpe Ratio
1.735Alpha
-0.066Beta
189.789CAR
1.1Drawdown
44Loss Rate
0Parameters
1Security Types
1.1326Sortino Ratio
9Tradeable Dates
36Trades
-24.746Treynor Ratio
56Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.711Net Profit
59.113PSR
2.97Sharpe Ratio
0.981Alpha
-0.383Beta
30.652CAR
1.8Drawdown
44Loss Rate
0Parameters
1Security Types
0.1033Sortino Ratio
8Tradeable Dates
48Trades
-0.887Treynor Ratio
56Win Rate
-2.37Net Profit
2.293PSR
-1.836Sharpe Ratio
-0.044Alpha
0.001Beta
-4.399CAR
2.9Drawdown
54Loss Rate
7Parameters
1Security Types
-0.2278Sortino Ratio
134Tradeable Dates
342Trades
-43.562Treynor Ratio
46Win Rate
-20.774Net Profit
0PSR
-4.307Sharpe Ratio
-0.361Alpha
0.054Beta
-35.973CAR
20.8Drawdown
61Loss Rate
8Parameters
1Security Types
-0.4639Sortino Ratio
132Tradeable Dates
260Trades
-6.552Treynor Ratio
39Win Rate
emiliano started the discussion Help me with SL and TP
Hi, everybody!
emiliano started the discussion External data, using Excel as a IDE
Hi!
emiliano started the discussion Executing a scheduled trade correctly
hi!
emiliano started the discussion Backtest runs until 2019-02-19 with no SetEndDate
Hi!
emiliano left a comment in the discussion Executing a scheduled trade correctly
ok, solved by myself using this code
emiliano left a comment in the discussion Executing a scheduled trade correctly
Ok, solved by myself this way
emiliano left a comment in the discussion Executing a scheduled trade correctly
I've tried using datetime and imposing to make the trade relative to the instrument only at a...
emiliano left a comment in the discussion Executing a scheduled trade correctly
this is the structure of the CSV file, but again the problem is not there. I correctly get the data...
emiliano left a comment in the discussion External data, using Excel as a IDE
thank you very much Adam!
emiliano left a comment in the discussion External data, using Excel as a IDE
https://ibb.co/mzBPw1TIn this screenshot you can see the structure of my CSV, unfortunately the...
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emiliano left a comment in the discussion Executing a scheduled trade correctly
ok, solved by myself using this code
4 years ago