cover
  • Profile
  • Backtests
  • Community

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 (0)

View More

Community

View More

Lee left a comment in the discussion No activity in back-test despite manually going over strategy method with a fine tooth comb.

BTW my OnData() code looks like this:

7 months ago

Lee started the discussion Puzzling problem with Tags

I open an order as follows:

7 months ago

Lee left a comment in the discussion No activity in back-test despite manually going over strategy method with a fine tooth comb.

What I see (and I am not very experienced with this):

7 months ago

Lee left a comment in the discussion Puzzling problem with Tags

"As for the issue of order tags not being restored upon algorithm restart, it seems to be a known...

7 months ago

Lee left a comment in the discussion Puzzling problem with Tags

Sorry one more thing. Everything worked fine in testing. It is only since I deployed my program...

7 months ago

Lee left a comment in the discussion No activity in back-test despite manually going over strategy method with a fine tooth comb.

BTW my OnData() code looks like this:

7 months ago

Lee started the discussion Puzzling problem with Tags

I open an order as follows:

7 months ago

Lee left a comment in the discussion No activity in back-test despite manually going over strategy method with a fine tooth comb.

What I see (and I am not very experienced with this):

7 months ago

Lee left a comment in the discussion Puzzling problem with Tags

"As for the issue of order tags not being restored upon algorithm restart, it seems to be a known...

7 months ago

Lee left a comment in the discussion Puzzling problem with Tags

Sorry one more thing. Everything worked fine in testing. It is only since I deployed my program...

7 months ago

Lee left a comment in the discussion Puzzling problem with Tags

2 problems with Mia's answer. 

7 months ago

Lee started the discussion GetOpenOrders() not returning open orders

When my live algo starts up, these messages appear in the log:

11 months ago

Lee started the discussion LEAN CLI "Your algorithm messaging has been rate limited to prevent browser flooding."

I moved my project to the LEAN CLI specifically so I can do more logging to dig into some problems....

11 months ago

Lee left a comment in the discussion LEAN CLI "Your algorithm messaging has been rate limited to prevent browser flooding."

Well I was going to ping/kick this to try to get a response, but the problem has not happened again...

11 months ago

Lee started the discussion New QC coder - problem with open()

Please see the circled area of my code, and the Build error message. I have commented out the...

1 years ago

Lee started the discussion What is the expected OrderStatus of a Stop or Limit order that has not been triggered/filled?

I am opening the order in synchronous mode. I check the OrderStatus immediately after opening the...

1 years ago

Lee started the discussion You have exceeded your daily backtest logs allocation. Please upgrade your plan to continue.

I am really upset by this. Just yesterday I upgraded from the free tier to Research tier at $60 per...

1 years ago

Lee started the discussion Would really appreciate seeing some LIVE code for Forex

I am converting my backtesting algorithm to Live. I know there are two main areas I have to address:

1 years ago

Lee started the discussion Pull history in Live mode only

I'm preparing to run my code in Live trading mode. In live mode I need to pull history to backfill...

1 years ago