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.
Johnnie started the discussion Nasdaq Futures Index
I was working with this code over the weekend. Comparing the index returned to historical records...
Johnnie started the discussion Trailing Stop Risk Management Model
Is it normal for the Trailing Stop Risk Management Model to attempt to liquidate a position after...
Johnnie left a comment in the discussion Nasdaq Futures Index
Thanks for all the replies. Got it sorted.
Johnnie started the discussion Nasdaq Futures Index
I was working with this code over the weekend. Comparing the index returned to historical records...
Johnnie started the discussion Trailing Stop Risk Management Model
Is it normal for the Trailing Stop Risk Management Model to attempt to liquidate a position after...
Johnnie left a comment in the discussion ATR Trailing Stop Loss on OrderFill
I have found that 2 * ATR can be a large number. If ATR returns .34, doubling it is setting your...
Johnnie left a comment in the discussion Nasdaq Futures Index
Thanks for all the replies. Got it sorted.
Johnnie left a comment in the discussion ATR Trailing Stop Loss on OrderFill
I have found that 2 * ATR can be a large number. If ATR returns .34, doubling it is setting your...
3 years ago