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Jay started the discussion Trailing order returns for Kelly Criterion Calculation
I'm trying to dynamically calculate Kelly Criterion based on past N orders for a symbol X. How can...
Jay started the discussion Backtest broken - SetHolding wrapper seems to be broken
Backtest Handled Error: Order Error: id: 71, Transaction model failed to fill for order type:...
Jay left a comment in the discussion TQQQ, Minute The issue starts from Jan 21st, 2021; and continues until Feb 1st, 2021
Same here. Jared mentioned yesterday that he'd fix this soon.
Jay left a comment in the discussion Live Reconciliation - Overlayed Out Of Sample Backtests
Hi, I recently deployed a new algorithm live, but I don't see oos values. Are the values backfilled...
Jay started the discussion Trailing order returns for Kelly Criterion Calculation
I'm trying to dynamically calculate Kelly Criterion based on past N orders for a symbol X. How can...
Jay started the discussion Backtest broken - SetHolding wrapper seems to be broken
Backtest Handled Error: Order Error: id: 71, Transaction model failed to fill for order type:...
Jay left a comment in the discussion Backtest broken - SetHolding wrapper seems to be broken
#resolved. There was a decimal usage in a custom slippage model that I was importing. Sorry about...
Jay left a comment in the discussion TQQQ, Minute The issue starts from Jan 21st, 2021; and continues until Feb 1st, 2021
Same here. Jared mentioned yesterday that he'd fix this soon.
Jay left a comment in the discussion Live Reconciliation - Overlayed Out Of Sample Backtests
Hi, I recently deployed a new algorithm live, but I don't see oos values. Are the values backfilled...
Jay started the discussion Live Trading Universe Selection
Hey folks, I've been reading through Live Trading Document and found
Jay started the discussion What order types are supported on Alpaca brokerage model?
https://www.quantconnect.com/docs/algorithm-reference/reality-modelling#Reality-Modelling-Brokerage-...
Jay left a comment in the discussion Backtest broken - SetHolding wrapper seems to be broken
#resolved. There was a decimal usage in a custom slippage model that I was importing. Sorry about...
3 years ago