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.
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
Although I don't have data to back up that core assumption haha, so I'm be happy to be challenged...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
I've mentally accepted issue 1... My core assumption is that the top 1000 symbols sorted by volume...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
Can confirm; I backtested from 2016-2025 and shortening opening_range_minutes to 1 improved Sharpe,...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
Thanks for that info Lex. I'm happy to report that Yuri's Python code is still running on an L1-1...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
I'm seeing the same difference. I use TradeStation. Were you able to resolve this issue?
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
Although I don't have data to back up that core assumption haha, so I'm be happy to be challenged...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
I've mentally accepted issue 1... My core assumption is that the top 1000 symbols sorted by volume...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
Can confirm; I backtested from 2016-2025 and shortening opening_range_minutes to 1 improved Sharpe,...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
Thanks for that info Lex. I'm happy to report that Yuri's Python code is still running on an L1-1...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
FYI I was able to deploy @Yuri's Python code on L1-1 (lowest+1 tier) tier after it OOM'ed on...
Jake left a comment in the discussion Opening Range Breakout for Stocks in Play
I'm seeing the same difference. I use TradeStation. Were you able to resolve this issue?
1 months ago