Johnny VanNuland
Quant
Date Joined
27th February, 2018
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-03-13 21:49:48
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-03-13 12:34:54
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-04-15 00:16:45
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-04-30 14:56:27
Python Programming
Choose Python as your preferred programming language.
2018-02-27 15:44:42
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Biography
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 (5)
View More-0.028Net Profit
-3.162Sharpe Ratio
-0.001Alpha
-0.162Beta
-0.39CAR
0.1Drawdown
70Loss Rate
1Security Types
-0.21688354864797Sortino Ratio
22Tradeable Dates
246Trades
0.019Treynor Ratio
30Win Rate
0.019Net Profit
0.803Sharpe Ratio
0.005Alpha
-0.269Beta
0.143CAR
0.1Drawdown
100Loss Rate
1Security Types
-3.7807306121985Sortino Ratio
42Tradeable Dates
111Trades
-0.004Treynor Ratio
0Win Rate
0.063Net Profit
2.79Sharpe Ratio
0.011Alpha
-0.454Beta
0.528CAR
0.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
38Tradeable Dates
1Trades
-0.009Treynor Ratio
0Win Rate
-13.92Net Profit
-0.332Sharpe Ratio
0.104Alpha
-8.057Beta
-3.598CAR
25.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1266Tradeable Dates
1Trades
0.003Treynor Ratio
0Win Rate
-0.014Net Profit
-0.897Sharpe Ratio
-0.003Alpha
0.119Beta
-0.081CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
52Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
Community
View MoreJohnny started the discussion MultipleSymbolConsolidationAlgorithm Forex Error?
Hello,
Johnny started the discussion Runtime Error: Object reference not set to an instance of an object
I am trying to define sma's for different symbols, and i would like to parameterize them...
Johnny started the discussion Multiple Forex Symbol ADX Update help
I am trying to incoportate the ADX indicator into my algorithm and am having trouble getting it to...
Johnny started the discussion ADX IBaseDataBar Forex
Hello all!!! In need of some quick help here. I am trying to set up the ADX indicator to be able to...
Johnny started the discussion Help with stochastic
Im trying to verify that my stochastic indicator is giving correct values, and it is not The price...
-0.028Net Profit
-3.162Sharpe Ratio
-0.001Alpha
-0.162Beta
-0.39CAR
0.1Drawdown
70Loss Rate
1Security Types
-0.21688354864797Sortino Ratio
22Tradeable Dates
246Trades
0.019Treynor Ratio
30Win Rate
0.019Net Profit
0.803Sharpe Ratio
0.005Alpha
-0.269Beta
0.143CAR
0.1Drawdown
100Loss Rate
1Security Types
-3.7807306121985Sortino Ratio
42Tradeable Dates
111Trades
-0.004Treynor Ratio
0Win Rate
0.063Net Profit
2.79Sharpe Ratio
0.011Alpha
-0.454Beta
0.528CAR
0.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
38Tradeable Dates
1Trades
-0.009Treynor Ratio
0Win Rate
-13.92Net Profit
-0.332Sharpe Ratio
0.104Alpha
-8.057Beta
-3.598CAR
25.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1266Tradeable Dates
1Trades
0.003Treynor Ratio
0Win Rate
-0.014Net Profit
-0.897Sharpe Ratio
-0.003Alpha
0.119Beta
-0.081CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
52Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
Johnny started the discussion MultipleSymbolConsolidationAlgorithm Forex Error?
Hello,
Johnny started the discussion Runtime Error: Object reference not set to an instance of an object
I am trying to define sma's for different symbols, and i would like to parameterize them...
Johnny started the discussion Multiple Forex Symbol ADX Update help
I am trying to incoportate the ADX indicator into my algorithm and am having trouble getting it to...
Johnny started the discussion ADX IBaseDataBar Forex
Hello all!!! In need of some quick help here. I am trying to set up the ADX indicator to be able to...
Johnny started the discussion Help with stochastic
Im trying to verify that my stochastic indicator is giving correct values, and it is not The price...
Johnny left a comment in the discussion Help with stochastic
Thanks! Big help! But that is still giving me values that are slightly off what I expect to see....
Johnny left a comment in the discussion ADX IBaseDataBar Forex
That did the trick. Thank you Michael Manus
Johnny left a comment in the discussion Runtime Error: Object reference not set to an instance of an object
Thank you for your help. Very much appreciated!
Johnny left a comment in the discussion Runtime Error: Object reference not set to an instance of an object
I am trying to access the index values from the SMA, not just the current value. When i...
Johnny left a comment in the discussion Runtime Error: Object reference not set to an instance of an object
Jing Wu
QuantConnect™ 2024. All Rights Reserved
Johnny left a comment in the discussion An inverted momentum rotation algorithm.
, Very interesting strategy thanks for sharing Warren Harding
6 years ago