John Ener
Quant
Date Joined
11th August, 2020
Bootcamp progress
33% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-11-02 01:07:00
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-09-22 21:35:50
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-08-16 17:44:21
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-08-25 13:10:53
Cloner
Clone at least 100 algorithms from the community.
2021-05-01 13:52:55
Python Programming
Choose Python as your preferred programming language.
2020-08-11 18:08:33
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-03 18:50:54
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Activity on QuantConnect
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Public Backtests (70)
View More53.074Net Profit
91.843PSR
5.825Sharpe Ratio
0Alpha
0Beta
604.03CAR
14.2Drawdown
-1.85Loss Rate
25Parameters
0Security Types
55Tradeable Dates
234Trades
0Treynor Ratio
2.56Win Rate
6.108Net Profit
61.61PSR
2.126Sharpe Ratio
0.41Alpha
0.911Beta
86.673CAR
9.4Drawdown
-0.86Loss Rate
19Parameters
0Security Types
23Tradeable Dates
64Trades
0.638Treynor Ratio
0.88Win Rate
290.48Net Profit
4.168PSR
0.512Sharpe Ratio
0.035Alpha
0.233Beta
8.83CAR
35Drawdown
0Loss Rate
0Parameters
0Security Types
4049Tradeable Dates
75Trades
0.218Treynor Ratio
3.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreJohn started the discussion Google Sheets SPXW Options Trading
Hello, I'm working on a project to trigger new SPXW 0DTE trades on QC using my google sheets here.
John started the discussion How to access VVIX data
H, I’m hoping to get advise on how to import VVIX data to QC. Is there a way we can access this...
John started the discussion Backtesting With Interactive Brokers Data?
Hello, I've been searching for a way to backtest using Interactive Brokers data but haven't been...
John started the discussion How To Tag Trailing Stop Loss Orders and self.Liquidate()
Hello, I checked documentation but couldn't find any samples on
53.074Net Profit
91.843PSR
5.825Sharpe Ratio
0Alpha
0Beta
604.03CAR
14.2Drawdown
-1.85Loss Rate
25Parameters
0Security Types
55Tradeable Dates
234Trades
0Treynor Ratio
2.56Win Rate
6.108Net Profit
61.61PSR
2.126Sharpe Ratio
0.41Alpha
0.911Beta
86.673CAR
9.4Drawdown
-0.86Loss Rate
19Parameters
0Security Types
23Tradeable Dates
64Trades
0.638Treynor Ratio
0.88Win Rate
290.48Net Profit
4.168PSR
0.512Sharpe Ratio
0.035Alpha
0.233Beta
8.83CAR
35Drawdown
0Loss Rate
0Parameters
0Security Types
4049Tradeable Dates
75Trades
0.218Treynor Ratio
3.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
208Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.606Net Profit
5.003PSR
0.063Sharpe Ratio
0Alpha
0Beta
-0.285CAR
23.6Drawdown
-0.21Loss Rate
16Parameters
1Security Types
-0.022Sortino Ratio
0Tradeable Dates
481Trades
0Treynor Ratio
0.37Win Rate
1.974Net Profit
49.847PSR
1.021Sharpe Ratio
0Alpha
0Beta
7.974CAR
3Drawdown
-0.29Loss Rate
16Parameters
1Security Types
1.857Sortino Ratio
0Tradeable Dates
112Trades
0Treynor Ratio
0.38Win Rate
0.259Net Profit
42.802PSR
0.575Sharpe Ratio
0Alpha
0Beta
2.074CAR
1.5Drawdown
-0.25Loss Rate
15Parameters
1Security Types
1.221Sortino Ratio
0Tradeable Dates
52Trades
0Treynor Ratio
0.2Win Rate
-3.158Net Profit
0.004PSR
-3.801Sharpe Ratio
0Alpha
0Beta
-17.214CAR
3.2Drawdown
71Loss Rate
15Parameters
1Security Types
-0.2571Sortino Ratio
0Tradeable Dates
82Trades
0Treynor Ratio
29Win Rate
-56.721Net Profit
0.108PSR
-0.865Sharpe Ratio
0.143Alpha
-1.957Beta
-38.774CAR
64Drawdown
100Loss Rate
17Parameters
2Security Types
-33.1376Sortino Ratio
445Tradeable Dates
10Trades
0.131Treynor Ratio
0Win Rate
126.471Net Profit
66.984PSR
1.274Sharpe Ratio
0.106Alpha
0.433Beta
22.325CAR
10.9Drawdown
55Loss Rate
8Parameters
1Security Types
0.1133Sortino Ratio
1021Tradeable Dates
4292Trades
0.365Treynor Ratio
45Win Rate
104.394Net Profit
42.515PSR
0.985Sharpe Ratio
0.079Alpha
0.489Beta
19.457CAR
15Drawdown
35Loss Rate
4Parameters
2Security Types
0.5222Sortino Ratio
1050Tradeable Dates
125Trades
0.292Treynor Ratio
65Win Rate
136.874Net Profit
72.702PSR
1.451Sharpe Ratio
0.222Alpha
0.121Beta
34.399CAR
19.2Drawdown
-1.15Loss Rate
0Parameters
1Security Types
2.137Sortino Ratio
736Tradeable Dates
17Trades
2.02Treynor Ratio
17.06Win Rate
5.753Net Profit
42.733PSR
0.446Sharpe Ratio
0.263Alpha
1.925Beta
119.014CAR
8.9Drawdown
0Loss Rate
8Parameters
2Security Types
0Sortino Ratio
20Tradeable Dates
8Trades
0.118Treynor Ratio
0Win Rate
77.624Net Profit
94.671PSR
1.688Sharpe Ratio
0.07Alpha
0.121Beta
12.597CAR
8Drawdown
32Loss Rate
3Parameters
2Security Types
0.6806Sortino Ratio
1263Tradeable Dates
190Trades
0.718Treynor Ratio
68Win Rate
77.624Net Profit
94.671PSR
1.688Sharpe Ratio
0.07Alpha
0.121Beta
12.597CAR
8Drawdown
32Loss Rate
0Parameters
2Security Types
0.6806Sortino Ratio
1263Tradeable Dates
190Trades
0.718Treynor Ratio
68Win Rate
-1.647Net Profit
0.202PSR
-3.568Sharpe Ratio
-0.329Alpha
0.222Beta
-27.316CAR
1.6Drawdown
100Loss Rate
24Parameters
1Security Types
-0.4472Sortino Ratio
13Tradeable Dates
10Trades
-0.93Treynor Ratio
0Win Rate
0.45Net Profit
44.514PSR
0.478Sharpe Ratio
-0.363Alpha
0.81Beta
9.534CAR
2.7Drawdown
76Loss Rate
24Parameters
1Security Types
0.0503Sortino Ratio
12Tradeable Dates
93Trades
0.104Treynor Ratio
24Win Rate
0.45Net Profit
45.448PSR
0.528Sharpe Ratio
-0.496Alpha
0.849Beta
11.547CAR
2.7Drawdown
76Loss Rate
24Parameters
1Security Types
0.0503Sortino Ratio
11Tradeable Dates
93Trades
0.122Treynor Ratio
24Win Rate
-9.673Net Profit
8.903PSR
-1.457Sharpe Ratio
-0.032Alpha
-1.148Beta
-53.132CAR
13.7Drawdown
61Loss Rate
23Parameters
1Security Types
-0.0948Sortino Ratio
35Tradeable Dates
171Trades
0.376Treynor Ratio
39Win Rate
3893.055Net Profit
100PSR
6.523Sharpe Ratio
1.405Alpha
0.29Beta
189.515CAR
7.9Drawdown
46Loss Rate
23Parameters
1Security Types
0.1868Sortino Ratio
873Tradeable Dates
4320Trades
5.002Treynor Ratio
54Win Rate
1321.022Net Profit
100PSR
4.372Sharpe Ratio
0.883Alpha
0.205Beta
115.064CAR
14.5Drawdown
51Loss Rate
25Parameters
1Security Types
0.166Sortino Ratio
872Tradeable Dates
3479Trades
4.461Treynor Ratio
49Win Rate
424.702Net Profit
98.228PSR
2.336Sharpe Ratio
0.475Alpha
0.256Beta
61.333CAR
13.5Drawdown
54Loss Rate
25Parameters
1Security Types
0.1389Sortino Ratio
872Tradeable Dates
3210Trades
2.017Treynor Ratio
46Win Rate
John started the discussion Google Sheets SPXW Options Trading
Hello, I'm working on a project to trigger new SPXW 0DTE trades on QC using my google sheets here.
John started the discussion How to access VVIX data
H, I’m hoping to get advise on how to import VVIX data to QC. Is there a way we can access this...
John started the discussion Backtesting With Interactive Brokers Data?
Hello, I've been searching for a way to backtest using Interactive Brokers data but haven't been...
John started the discussion How To Tag Trailing Stop Loss Orders and self.Liquidate()
Hello, I checked documentation but couldn't find any samples on
John left a comment in the discussion How to access VVIX data
Thank you for the response. Will try this one.
John left a comment in the discussion Weis wave
+
John left a comment in the discussion Research Notebook Stochastic Indicator
😊
John left a comment in the discussion Adding Trailing Stop Per Security
Unfortunately it didn't work self.cashused not defined
John started the discussion Adding Trailing Stop Per Security
Hello, I'm trying to come up with a drawdown protection per security. I tried the maxDrawdown per...
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John left a comment in the discussion How to access VVIX data
Thank you for the response. Will try this one.
3 years ago