Gmamuze Cht
Make money to do good
Date Joined
22nd August, 2019
Bootcamp progress
51% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-08-31 19:47:30
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-09-02 16:09:43
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-12-10 01:50:21
C# Programming
Choose C# as your preferred programming language.
2019-08-27 13:48:32
Python Programming
Choose Python as your preferred programming language.
2019-08-22 17:29:17
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-30 16:44:57
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-05-21 14:22:52
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2020-09-15 21:25:49
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2020-10-16 17:11:35
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Public Backtests (22)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2986Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2985Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.601Net Profit
5.52PSR
0.419Sharpe Ratio
0.001Alpha
0Beta
0.098CAR
0.4Drawdown
-0.12Loss Rate
98Parameters
1Security Types
0.14Sortino Ratio
1888Tradeable Dates
30Trades
-2.362Treynor Ratio
0.24Win Rate
-0.591Net Profit
0.015PSR
-0.322Sharpe Ratio
-0.001Alpha
-0.001Beta
-0.097CAR
1.4Drawdown
-0.12Loss Rate
98Parameters
1Security Types
-0.161Sortino Ratio
1888Tradeable Dates
53Trades
1.118Treynor Ratio
0.18Win Rate
0.394Net Profit
2.741PSR
0.295Sharpe Ratio
0.001Alpha
0Beta
0.065CAR
0.3Drawdown
-0.13Loss Rate
98Parameters
1Security Types
0.091Sortino Ratio
1888Tradeable Dates
21Trades
-2.625Treynor Ratio
0.3Win Rate
Community
View MoreGmamuze left a comment in the discussion WarmUp On/Off + IchiMoku + issue about signal which differ
Bellow the WarmUp backtest with signals which differ in time.
Gmamuze started the discussion Ichimoku
Hy!
Gmamuze started the discussion Multiple Brokers in the same Alpha
Hi !
Gmamuze left a comment in the discussion High and Low of a Rolling Window
Hello Nicholas, Alethea,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2986Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2985Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.601Net Profit
5.52PSR
0.419Sharpe Ratio
0.001Alpha
0Beta
0.098CAR
0.4Drawdown
-0.12Loss Rate
98Parameters
1Security Types
0.14Sortino Ratio
1888Tradeable Dates
30Trades
-2.362Treynor Ratio
0.24Win Rate
-0.591Net Profit
0.015PSR
-0.322Sharpe Ratio
-0.001Alpha
-0.001Beta
-0.097CAR
1.4Drawdown
-0.12Loss Rate
98Parameters
1Security Types
-0.161Sortino Ratio
1888Tradeable Dates
53Trades
1.118Treynor Ratio
0.18Win Rate
0.394Net Profit
2.741PSR
0.295Sharpe Ratio
0.001Alpha
0Beta
0.065CAR
0.3Drawdown
-0.13Loss Rate
98Parameters
1Security Types
0.091Sortino Ratio
1888Tradeable Dates
21Trades
-2.625Treynor Ratio
0.3Win Rate
-1.436Net Profit
0PSR
-0.181Sharpe Ratio
0Alpha
0Beta
-0.104CAR
3.5Drawdown
-0.17Loss Rate
98Parameters
1Security Types
-0.247Sortino Ratio
4364Tradeable Dates
416Trades
0.086Treynor Ratio
0.06Win Rate
0.001Net Profit
0.006PSR
0.027Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
5Loss Rate
604Parameters
1Security Types
0Sortino Ratio
4297Tradeable Dates
38Trades
-0.121Treynor Ratio
95Win Rate
0.007Net Profit
0.166PSR
0.346Sharpe Ratio
0Alpha
0Beta
0.001CAR
0Drawdown
0Loss Rate
604Parameters
1Security Types
0Sortino Ratio
4296Tradeable Dates
18Trades
-4.799Treynor Ratio
100Win Rate
0.254Net Profit
79.965PSR
1.26Sharpe Ratio
0Alpha
0Beta
0.025CAR
0Drawdown
1Loss Rate
16471Parameters
1Security Types
0Sortino Ratio
3133Tradeable Dates
396Trades
1.857Treynor Ratio
99Win Rate
0.037Net Profit
2.017PSR
0.254Sharpe Ratio
0Alpha
0Beta
0.006CAR
0.1Drawdown
0Loss Rate
5Parameters
1Security Types
0Sortino Ratio
2202Tradeable Dates
0Trades
0.344Treynor Ratio
0Win Rate
2Parameters
0Security Types
40Tradeable Dates
1.176Net Profit
28.928PSR
0.224Sharpe Ratio
0.039Alpha
0.017Beta
2.925CAR
10.9Drawdown
63Loss Rate
0Parameters
1Security Types
0.0007Sortino Ratio
126Tradeable Dates
737Trades
2.211Treynor Ratio
37Win Rate
8.261Net Profit
61.645PSR
1.796Sharpe Ratio
0.345Alpha
0.028Beta
41.974CAR
5.6Drawdown
18Loss Rate
0Parameters
1Security Types
-0.064Sortino Ratio
72Tradeable Dates
326Trades
12.425Treynor Ratio
82Win Rate
8Parameters
0Security Types
4Tradeable Dates
2Parameters
0Security Types
3132Tradeable Dates
16Parameters
0Security Types
3132Tradeable Dates
130Parameters
0Security Types
3132Tradeable Dates
14.096Net Profit
0.002PSR
0.235Sharpe Ratio
0.006Alpha
-0.002Beta
0.666CAR
8.2Drawdown
2Loss Rate
16Parameters
1Security Types
0Sortino Ratio
6213Tradeable Dates
80Trades
-3.637Treynor Ratio
98Win Rate
24.399PSR
0Parameters
1Security Types
549Tradeable Dates
341.596Net Profit
0.661Sharpe Ratio
0.152Alpha
-0.111Beta
18.651CAR
30.2Drawdown
77Loss Rate
0Parameters
2Security Types
2.8832Sortino Ratio
2717Tradeable Dates
187Trades
-1.275Treynor Ratio
23Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
3023Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3019Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Gmamuze left a comment in the discussion WarmUp On/Off + IchiMoku + issue about signal which differ
I have found by myself and hope this post can help others !
Gmamuze left a comment in the discussion WarmUp On/Off + IchiMoku + issue about signal which differ
Bellow the WarmUp backtest with signals which differ in time.
Gmamuze started the discussion Ichimoku
Hy!
Gmamuze started the discussion Multiple Brokers in the same Alpha
Hi !
Gmamuze left a comment in the discussion High and Low of a Rolling Window
Hello Nicholas, Alethea,
Gmamuze started the discussion Portfolio IsShort IsLong Logic
Hello,
Gmamuze left a comment in the discussion High and Low of a Rolling Window
Hello Rahul,
Gmamuze left a comment in the discussion MultipleSymbol + Multiple TakeProfit_StopLoss_Quantity
Hello Derek,
Gmamuze left a comment in the discussion Portfolio invested
Thank You Adam !
Gmamuze started the discussion Idea ; Adding a button in the file editing window
Hi !
Gmamuze started the discussion Idea of a new VWAP indicator based on spread, request of a "pull request".
Hi,
Gmamuze started the discussion Automated deled Data in Slice
Hello,
Gmamuze started the discussion Portfolio invested
Hello !
Gmamuze started the discussion Prohibit entry orders after a certain time
Hi !
Gmamuze started the discussion Crypto + AddAlpha
Hello !
Gmamuze started the discussion MultipleSymbol + Multiple TakeProfit_StopLoss_Quantity
Hello,
Gmamuze started the discussion MultipleSymbolConsolidationAlgorithm + Access to previous Bar data. + c#
https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/MultipleSymbolConsolidationAlgorit...
Gmamuze started the discussion TradeBar QuoteBar Future Synchronisation & Time
Hi !
Gmamuze started the discussion AddAlgo Like AddAlpha method
HI !
Gmamuze started the discussion Future Issue "Divide by Zero" and "NullReference"
Relative to this post :
Gmamuze started the discussion Slippage Model Future
Hi community,
Gmamuze started the discussion Futures Contract untradable
Hi,
Gmamuze started the discussion DateTime & DayOfWeek test
Hi evryone,
Gmamuze started the discussion Futures Data :Runtime error : Object reference not set to an instance of an object
Hi Everyone !
Gmamuze started the discussion How select Futures contract for its own order condition
Hi Everyone,
Gmamuze started the discussion "wasn't found in the Slice object"..."data.ContainsKey(" ")"
Hi !
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Gmamuze left a comment in the discussion WarmUp On/Off + IchiMoku + issue about signal which differ
I have found by myself and hope this post can help others !
3 years ago