Enjolras Leigh
Quant
Date Joined
10th January, 2023
Bootcamp progress
86% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-01-27 17:56:14
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-10-19 22:57:27
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-09-20 02:41:13
Parallel Live Trading
Run multiple live algorithms simultaneously.
2023-12-30 06:13:53
Python Programming
Choose Python as your preferred programming language.
2023-01-10 16:56:11
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-01-19 16:03:02
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-01-21 17:11:45
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Activity on QuantConnect
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Public Backtests (1)
View More0.516Net Profit
56.856PSR
2.125Sharpe Ratio
0Alpha
0Beta
27.736CAR
1.7Drawdown
0Loss Rate
0Parameters
0Security Types
5Tradeable Dates
778Trades
0Treynor Ratio
0.52Win Rate
Community
View MoreEnjolras left a comment in the discussion Precise Market Open and Close Times for Daily Data
does this accurate daily end-times implemented for every dataset?
Enjolras started the discussion Why market order place some tickets that i didn't add?
i added the following tickets for back testing
Enjolras started the discussion How can i set a rule to sell the stock after 5 trading days no matter what?
How can i set a rule to sell the stock after 5 trading days no matter what?
Enjolras started the discussion Is there any way to get future prices?
my use case is that i want to investigate on next 3month price movement for the stock that i sold...
0.516Net Profit
56.856PSR
2.125Sharpe Ratio
0Alpha
0Beta
27.736CAR
1.7Drawdown
0Loss Rate
0Parameters
0Security Types
5Tradeable Dates
778Trades
0Treynor Ratio
0.52Win Rate
Enjolras left a comment in the discussion Opening Range Breakout for Stocks in Play
The backtest doesn't look good for other years. Does it overfit?
Enjolras left a comment in the discussion Precise Market Open and Close Times for Daily Data
does this accurate daily end-times implemented for every dataset?
Enjolras started the discussion Why market order place some tickets that i didn't add?
i added the following tickets for back testing
Enjolras started the discussion How can i set a rule to sell the stock after 5 trading days no matter what?
How can i set a rule to sell the stock after 5 trading days no matter what?
Enjolras started the discussion Is there any way to get future prices?
my use case is that i want to investigate on next 3month price movement for the stock that i sold...
Enjolras started the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
Enjolras started the discussion Help with insight setup in Alpha model, the insight is rolling over to the next day
Hi All,
Enjolras started the discussion How to trigger a mark order with the insight is up for another time but not rebalance?
When i fired the first insight up, the system will make a market order 5% from my portfolio....
Enjolras started the discussion Is there any way to find identify how the symbol is being added in execution model
I would like to check in execution model how the security is being added.
Enjolras started the discussion Finding Top n losing trade in backtest result
Hi all,
Enjolras started the discussion How get 20 week average?
I don't see weekly resolution. how can i calculate moving averages for 20bars weekly?
Enjolras started the discussion How to get Investor business daily RS value into filtering?
how to filter the RS > 90 into my backtesting criteria?
Enjolras started the discussion What should i do after backtested a strategy
after over 3mths on and off working in quantconnect bt coding as well as research on trading...
Enjolras started the discussion Insight period is not as expected
I set the period for my insight as 30days
Enjolras started the discussion Is it possible to start a custom backtest inside the main.py
when i start the backtesting, it will automatically name my backtest
Enjolras left a comment in the discussion Insight period is not as expected
Thanks for reply, but in the main.py, i didn't use FixedWeightingPortfolioConstructionModel for my...
Enjolras left a comment in the discussion What should i do after backtested a strategy
Sorry, it should be annual return 26% instead of 3x% and sharpe ratio is 3.x.
Enjolras left a comment in the discussion Coding environment does not load?
I have the same issue, i think there is something wrong with the service. You can check live...
Enjolras left a comment in the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
i used several hours to go through the doc and source code, and i ended up with customize my own...
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Enjolras left a comment in the discussion Opening Range Breakout for Stocks in Play
The backtest doesn't look good for other years. Does it overfit?
5 days ago