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.
John started the discussion Remove Securities That Don't Have Current Data
I'm receiving this in my backtest:
John started the discussion Creating Consolidated Data From Universe Filters
I noticed all of the examples of consolidators include subscribing to an asset, creating a...
John started the discussion Question on Coarse & Fine Selection Functions
I have a flag that I'm using to determine when to re-rerun coarse and fine selection functions to...
John started the discussion Previous Indicator Values
I know you can get the current value of an indicator from indicator.Current.Value, but how do you...
John started the discussion Question on Algorithm Framework
Reading through the documentation and forum and can't seem to find an answer for this. I know you...
John started the discussion Remove Securities That Don't Have Current Data
I'm receiving this in my backtest:
John started the discussion Creating Consolidated Data From Universe Filters
I noticed all of the examples of consolidators include subscribing to an asset, creating a...
John started the discussion Question on Coarse & Fine Selection Functions
I have a flag that I'm using to determine when to re-rerun coarse and fine selection functions to...
John started the discussion Previous Indicator Values
I know you can get the current value of an indicator from indicator.Current.Value, but how do you...
John started the discussion Question on Algorithm Framework
Reading through the documentation and forum and can't seem to find an answer for this. I know you...
John started the discussion Odd Alpha Logic? Or Maybe I'm Just Not Seeing Something
Hi, I'm looking at and copying this code to get some practice under my fingers, and something...
John started the discussion Need Some Guidance - Risk Management Models
I'm looking at the examples for the RiskManagement module creation. One of the ideas is to create a...
John started the discussion Set Allocation of Total Portfolio Value Per Algorithm
Let's say you want to you run multiple algorithms on your live trading portfolio, let's say two...
John started the discussion How To Import A Custom Algorithm?
I'm looking through the documentation and I can't finda. clear answer to this. How do you import a...
John started the discussion Risk Management Based on EMA Cross
Quick question in regards to best practices...I see a lot of examples on creating Alphas using data...
John started the discussion Access Property on Algorithm Class From Custom Alpha
Trying to access a property on the algorithm class from the alpha class in the Update method, but...
John started the discussion Signed Volume (Order Flow)
Is there any way to get the daily signed volume of an asset? I see dollar volume and volume...
John started the discussion Calculate Standard Deviation of an Indicator
If I wanted to calculate the rollng standard deviation of an indicator, how would I go about that?...
John left a comment in the discussion Signed Volume (Order Flow)
Hi Jack, thank you for your answer. That's not what Order Flow is. Order Flow is the signed...
John left a comment in the discussion The right way to calculate volitality
There are various ways to measure volatility, it just matters if you're trying to estimate current...
John left a comment in the discussion Need Some Guidance - Risk Management Models
Ah I see, that makes sense. They can instantiate whatever they need but the algorithm still...
John left a comment in the discussion Need Some Guidance - Risk Management Models
But they all have a data dependency from the algorithm itself still then, correct? So while a...
John left a comment in the discussion Need Some Guidance - Risk Management Models
Hey Jared, thanks for the response.
John left a comment in the discussion Signed Volume (Order Flow)
I found a workable alternative, the On Balanced Volume and Accumulation Distribution indicators...
4 years ago