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Activity on QuantConnect

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Public Backtests (8)

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Determined Fluorescent Orange Jaguar

23.276Net Profit

80.034PSR

1.829Sharpe Ratio

0.165Alpha

-0.015Beta

19.242CAR

6.2Drawdown

-0.3Loss Rate

22Parameters

1Security Types

2.658Sortino Ratio

300Tradeable Dates

149Trades

-10.505Treynor Ratio

0.49Win Rate

Smooth Fluorescent Pink Alligator

15.879Net Profit

81.226PSR

2.695Sharpe Ratio

-0.02Alpha

1Beta

34.47CAR

5.4Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

124Tradeable Dates

1Trades

0.361Treynor Ratio

0Win Rate

Upgraded Fluorescent Orange Dolphin

-0.247Net Profit

29.064PSR

-0.662Sharpe Ratio

-0.436Alpha

1.933Beta

-2.152CAR

4.9Drawdown

42Loss Rate

6Parameters

1Security Types

0.4812Sortino Ratio

124Tradeable Dates

161Trades

-0.069Treynor Ratio

58Win Rate

Energetic Apricot Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Fluorescent Pink Gorilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

32Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Emiliano started the discussion Help me in drawing daily candlesticks

Hi everyone!

2 years ago

Emiliano left a comment in the discussion Help me in drawing daily candlesticks

I need candles like these ones, using the min and max for that day:

2 years ago

Emiliano left a comment in the discussion Help me in drawing daily candlesticks

 

2 years ago

Emiliano started the discussion Calculating 1 day returns

Hi!

3 years ago

Emiliano started the discussion Help in understanding and converting a fragment of code from Quantopian to QuantConnect

Hi Everyone! I'm trying to understand and convert a function that once was used in Quantopian on...

3 years ago

Determined Fluorescent Orange Jaguar

23.276Net Profit

80.034PSR

1.829Sharpe Ratio

0.165Alpha

-0.015Beta

19.242CAR

6.2Drawdown

-0.3Loss Rate

22Parameters

1Security Types

2.658Sortino Ratio

300Tradeable Dates

149Trades

-10.505Treynor Ratio

0.49Win Rate

Smooth Fluorescent Pink Alligator

15.879Net Profit

81.226PSR

2.695Sharpe Ratio

-0.02Alpha

1Beta

34.47CAR

5.4Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

124Tradeable Dates

1Trades

0.361Treynor Ratio

0Win Rate

Upgraded Fluorescent Orange Dolphin

-0.247Net Profit

29.064PSR

-0.662Sharpe Ratio

-0.436Alpha

1.933Beta

-2.152CAR

4.9Drawdown

42Loss Rate

6Parameters

1Security Types

0.4812Sortino Ratio

124Tradeable Dates

161Trades

-0.069Treynor Ratio

58Win Rate

Energetic Apricot Galago

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Fluorescent Pink Gorilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

32Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Deployed IBKR

2224.302Net Profit

42.897PSR

1.07Sharpe Ratio

0Alpha

0Beta

26.943CAR

32.9Drawdown

-0.54Loss Rate

78Parameters

1Security Types

1.435Sortino Ratio

3317Tradeable Dates

2902Trades

0Treynor Ratio

0.75Win Rate

Sleepy Green Dog

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

30Parameters

1Security Types

0Sortino Ratio

81Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Red Salamander

0.013Net Profit

8.47PSR

0.192Sharpe Ratio

0Alpha

0Beta

0.006CAR

0Drawdown

-0.03Loss Rate

24Parameters

0Security Types

0.036Sortino Ratio

568Tradeable Dates

6Trades

7.739Treynor Ratio

0.02Win Rate

Emiliano started the discussion Help me in drawing daily candlesticks

Hi everyone!

2 years ago

Emiliano left a comment in the discussion Help me in drawing daily candlesticks

I need candles like these ones, using the min and max for that day:

2 years ago

Emiliano left a comment in the discussion Help me in drawing daily candlesticks

 

2 years ago

Emiliano started the discussion Calculating 1 day returns

Hi!

3 years ago

Emiliano started the discussion Help in understanding and converting a fragment of code from Quantopian to QuantConnect

Hi Everyone! I'm trying to understand and convert a function that once was used in Quantopian on...

3 years ago

Emiliano started the discussion Running more projects on alpaca live trading using the same Alpaca account

Hi! 

3 years ago

Emiliano started the discussion CoarseSelectionFunction triggered on a specified hour of the day

Hi!

3 years ago

Emiliano started the discussion Printing daily data get printed more frequently than expected

Hi!

3 years ago

Emiliano started the discussion Opinions for the general feasibility of a project

Hi!

3 years ago

Emiliano started the discussion Houry scheduling and error

class TemplateA(QCAlgorithm): def Initialize(self): ...

3 years ago

Emiliano started the discussion Getting current intraday high of the day

Hi!

3 years ago

Emiliano started the discussion BTX PRICES

Hi!

3 years ago

Emiliano started the discussion Force trades to happen everyday but only in a certain timeframe

Hi,

3 years ago

Emiliano started the discussion 200 day SMA

Hi!

3 years ago

Emiliano started the discussion Single stock Sharpe Ratio

Hi!

3 years ago

Emiliano started the discussion Problems with universe selection

Hi!

3 years ago

Emiliano started the discussion Importing external data

Hi!

3 years ago

Emiliano left a comment in the discussion Importing external data

It works now…but don't think the problem was the one that Louis Szeto  told.

3 years ago

Emiliano left a comment in the discussion Importing external data

So it's either the download link that is not okay (I've put dl=1) or the date format…

3 years ago

Emiliano left a comment in the discussion Importing external data

Well, I'm already having a new problem…

3 years ago

Emiliano left a comment in the discussion Importing external data

Thanks a lot! I forgot about that line…sorry!

3 years ago

Emiliano started the discussion Russell 1000 constituents

Hi! 

4 years ago

Emiliano started the discussion Alpaca BrokerageModel

Hi!

4 years ago