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Activity on QuantConnect

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.


Public Backtests (1)

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Hyper-Active Orange Badger

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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John started the discussion Unable to print consolidated bars

Hi folks, 

2 years ago

John started the discussion Override the input value for the ParabolicStopAndReverse (PSAR) indicator

I can't see how to add an input value other than the default for the PSAR Value I want to use a...

2 years ago

John started the discussion LeanCLI backtesting with local data

I am hitting the a runtime error when trying to backtest locally with LeanCLI.

2 years ago

John started the discussion Access the backtest dir location from within the script.

Hey folks,

2 years ago

John started the discussion Unable to use LeanCLI locally anymore after upgrade This is an old Lean CLI root folder.

After upgrading LeanCLI from version 1.0.97 to version 1.0.132 I am now hitting an error while...

2 years ago

Hyper-Active Orange Badger

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

John started the discussion Unable to print consolidated bars

Hi folks, 

2 years ago

John started the discussion Override the input value for the ParabolicStopAndReverse (PSAR) indicator

I can't see how to add an input value other than the default for the PSAR Value I want to use a...

2 years ago

John started the discussion LeanCLI backtesting with local data

I am hitting the a runtime error when trying to backtest locally with LeanCLI.

2 years ago

John started the discussion Access the backtest dir location from within the script.

Hey folks,

2 years ago

John started the discussion Unable to use LeanCLI locally anymore after upgrade This is an old Lean CLI root folder.

After upgrading LeanCLI from version 1.0.97 to version 1.0.132 I am now hitting an error while...

2 years ago

John left a comment in the discussion Access the backtest dir location from within the script.

I believe I worked this out, the backtest folder on the local os is mounted to a /Results folder...

2 years ago

John left a comment in the discussion Access the backtest dir location from within the script.

Thanks Louis for getting back to me:

2 years ago

John left a comment in the discussion Override the input value for the ParabolicStopAndReverse (PSAR) indicator

Thanks a lot Vladimir thats perfect 

2 years ago

John left a comment in the discussion Override the input value for the ParabolicStopAndReverse (PSAR) indicator

Hey @Vladimir yes the PSAR using the LSMA is what I am after. 

2 years ago

John left a comment in the discussion Override the input value for the ParabolicStopAndReverse (PSAR) indicator

Hey Fred Painchaud thanks again for helping me out.

2 years ago

John left a comment in the discussion Override the input value for the ParabolicStopAndReverse (PSAR) indicator

The QC implementation of the PSAR seems to assume you want to use the existing bars 

2 years ago