Lemuel Mwangi
Quant
Date Joined
1st September, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-06-30 10:12:55
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-06-02 07:43:33
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-06-03 08:54:26
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-11-26 01:39:30
Cloner
Clone at least 100 algorithms from the community.
2021-12-16 05:32:30
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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 (6)
View More0.233Net Profit
41.259PSR
0.635Sharpe Ratio
0.003Alpha
0.094Beta
0.92CAR
0.6Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
65Tradeable Dates
24Trades
0.069Treynor Ratio
100Win Rate
-1.906Net Profit
2.563PSR
-0.17Sharpe Ratio
-0.012Alpha
0.211Beta
-1CAR
6.6Drawdown
0Loss Rate
0Parameters
1Security Types
-0.283Sortino Ratio
482Tradeable Dates
32Trades
-0.03Treynor Ratio
0.25Win Rate
0.625Net Profit
9.867PSR
0.103Sharpe Ratio
-0.007Alpha
0.209Beta
0.434CAR
6.1Drawdown
0Loss Rate
0Parameters
1Security Types
0.079Sortino Ratio
364Tradeable Dates
32Trades
0.017Treynor Ratio
0.25Win Rate
83.153Net Profit
43.415PSR
1.034Sharpe Ratio
0.223Alpha
1.283Beta
39.142CAR
25.5Drawdown
-1Loss Rate
28Parameters
1Security Types
1.429Sortino Ratio
462Tradeable Dates
17969Trades
0.247Treynor Ratio
0.14Win Rate
0.157Net Profit
11.582PSR
0.084Sharpe Ratio
-0.035Alpha
0.834Beta
0.133CAR
15.9Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
299Tradeable Dates
32Trades
0.016Treynor Ratio
100Win Rate
Community
View MoreLemuel started the discussion Adding positions based on unrealized profit
For algo below, assume I only want to buy 1 share of MSFT, and prevent the algo from buying any...
Lemuel started the discussion Getting Yesterday's CCI
In this also, does anyone know how I can modify the to get CCI for yesterday and CCI for day before...
Lemuel left a comment in the discussion Adding positions based on unrealized profit
Thank you
Lemuel started the discussion How can I Cancel all open orders at end of trading day
Does anyone know how I can cancel all OPEN orders at the end of the trading of the day. This is the...
0.233Net Profit
41.259PSR
0.635Sharpe Ratio
0.003Alpha
0.094Beta
0.92CAR
0.6Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
65Tradeable Dates
24Trades
0.069Treynor Ratio
100Win Rate
-1.906Net Profit
2.563PSR
-0.17Sharpe Ratio
-0.012Alpha
0.211Beta
-1CAR
6.6Drawdown
0Loss Rate
0Parameters
1Security Types
-0.283Sortino Ratio
482Tradeable Dates
32Trades
-0.03Treynor Ratio
0.25Win Rate
0.625Net Profit
9.867PSR
0.103Sharpe Ratio
-0.007Alpha
0.209Beta
0.434CAR
6.1Drawdown
0Loss Rate
0Parameters
1Security Types
0.079Sortino Ratio
364Tradeable Dates
32Trades
0.017Treynor Ratio
0.25Win Rate
83.153Net Profit
43.415PSR
1.034Sharpe Ratio
0.223Alpha
1.283Beta
39.142CAR
25.5Drawdown
-1Loss Rate
28Parameters
1Security Types
1.429Sortino Ratio
462Tradeable Dates
17969Trades
0.247Treynor Ratio
0.14Win Rate
0.157Net Profit
11.582PSR
0.084Sharpe Ratio
-0.035Alpha
0.834Beta
0.133CAR
15.9Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
299Tradeable Dates
32Trades
0.016Treynor Ratio
100Win Rate
-35.55Net Profit
19.415PSR
0.202Sharpe Ratio
0.099Alpha
0.985Beta
-46.374CAR
80.5Drawdown
46Loss Rate
18Parameters
1Security Types
-0.0319Sortino Ratio
180Tradeable Dates
93Trades
0.267Treynor Ratio
54Win Rate
Lemuel started the discussion Adding positions based on unrealized profit
For algo below, assume I only want to buy 1 share of MSFT, and prevent the algo from buying any...
Lemuel started the discussion Getting Yesterday's CCI
In this also, does anyone know how I can modify the to get CCI for yesterday and CCI for day before...
Lemuel left a comment in the discussion Getting Yesterday's CCI
Thank you for the response. Will try and see if I am able to implement this
Lemuel left a comment in the discussion Adding positions based on unrealized profit
Thank you
Lemuel started the discussion How can I Cancel all open orders at end of trading day
Does anyone know how I can cancel all OPEN orders at the end of the trading of the day. This is the...
Lemuel started the discussion Limiting number of open positions to 5
For the algo below, does anyone know of a any way I can keep the number of open positions to 5 and...
Lemuel started the discussion Help with Stock Scanner/Screener
Is there a way to add a stock scanner/screener to this algo that screens the entire stock market...
Lemuel started the discussion Finding what RSI was Yesterday
I have been using the following to find the most current RSI.:
Lemuel started the discussion Data Resolution (Daily, Hour, Minute)
Self-taught python coder here and clueless on some of the things I am trying out:
Lemuel started the discussion Getting order date (not including time)
This short code here records the symbol and a date and time. Is there anyway to make it record only...
Lemuel started the discussion Problem with Debug Time to prevent day trades
Any takers on this, I can use some help. I am trying to improve this algorithm to NOT buy a stock...
Lemuel started the discussion Inaccurate Prices for Open, High, Low, Close
In this algo (enhanced by @ Adams and others), I am trying to find the daily opening price, current...
Lemuel started the discussion Help! Algo not working after QC update
This algo has been working perfectly. However, after the latest QC update, it is no longer placing...
Lemuel started the discussion Indicators not working
Does anyone know how I can calculate the indicators in Class Symbol data? I have been trying to...
Lemuel left a comment in the discussion Problem with Debug Time to prevent day trades
@Adam, when I run the back test on your edit, the algo is re-buying the symbols 1-2 minutes after...
Lemuel left a comment in the discussion Problem with Debug Time to prevent day trades
@Adam, when I run the back test on your edit, the algo is re-buying the symbols 1-2 minutes after...
Lemuel left a comment in the discussion Data Resolution (Daily, Hour, Minute)
Thank you for the explanation.
Lemuel left a comment in the discussion Finding what RSI was Yesterday
I tried the suggestions above but still getting an error, won't even run a backtest (I guess I am...
Lemuel started the discussion Schedule Function not working
Newbie here:
Lemuel started the discussion How to prevent Pattern day Trading
I need help adding with my code to prevent pattern day trading. Basically, I want to implement the...
Lemuel started the discussion Robinhood on Quantconnect
Does anyone know if Quantconnect has any plans to start supporting Robinhood. Lost of interested...
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Lemuel left a comment in the discussion Getting Yesterday's CCI
Thank you for the response. Will try and see if I am able to implement this
8 months ago