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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 (7)

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Muscular Apricot Gaur

1032Tradeable Dates

Muscular Yellow-Green Bull

3Tradeable Dates

FXCM BrokerageModel

2Tradeable Dates

Emotional Blue Penguin

43Tradeable Dates

Jumping Orange Penguin

10Tradeable Dates


Community

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Levitikon started the discussion Futures Contract & TradeBarConsolidator?

Loving the new support for Futures contracts by the way!

7 years ago

Levitikon left a comment in the discussion Crypto Trading on QuantConnect

I see these currencies have historical quote data (like forex) so the data has accurate Ask/Bid...

7 years ago

Levitikon left a comment in the discussion Need method for continuous Update() of the last sample of an Indicator

You know what might work - dropping to 1 minute resolution and using a 840 (14 * 60) period...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

Okay, little strange. I had to create a BackTest in order to share my implementation but in order...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

My attempt to wire up the consolidator

7 years ago

Muscular Apricot Gaur

1032Tradeable Dates

Muscular Yellow-Green Bull

3Tradeable Dates

FXCM BrokerageModel

2Tradeable Dates

Emotional Blue Penguin

43Tradeable Dates

Jumping Orange Penguin

10Tradeable Dates

Focused Asparagus Cow

82Tradeable Dates

Sleepy Tan Hyena

9Tradeable Dates

Levitikon started the discussion Futures Contract & TradeBarConsolidator?

Loving the new support for Futures contracts by the way!

7 years ago

Levitikon left a comment in the discussion Crypto Trading on QuantConnect

I see these currencies have historical quote data (like forex) so the data has accurate Ask/Bid...

7 years ago

Levitikon left a comment in the discussion Need method for continuous Update() of the last sample of an Indicator

You know what might work - dropping to 1 minute resolution and using a 840 (14 * 60) period...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

Okay, little strange. I had to create a BackTest in order to share my implementation but in order...

7 years ago

Levitikon left a comment in the discussion Futures Contract & TradeBarConsolidator?

My attempt to wire up the consolidator

7 years ago

Levitikon started the discussion Market Range Orders?

8 years ago

Levitikon started the discussion Slippage while not using Resolution.Tick

Hey folks,

8 years ago

Levitikon started the discussion Resolution.Tick & ask/bid data?

I think I might be be missing something here.

8 years ago

Levitikon started the discussion A custom ISlippageModel

Hey, I'm trying to create a custom slippage model to to esitmate the slippage when all have is a...

8 years ago

Levitikon started the discussion Calling Tradier API from QC App?

In cases where I need to look at the last several asks/bids for a given moment, there doesn't seem...

8 years ago

Levitikon started the discussion Tagging on Sell?

Is there a way to add a tag to a Sell order? Loving the tag for the buy, but it doesn't seem...

8 years ago

Levitikon started the discussion Canceling an order?

Curious how I could go about canceling an order? Say I place a limit or stop order, how would I...

8 years ago

Levitikon started the discussion Does slippage really matter?

I have been in turmoil in trying to combat slippage lately. I have been tinkering with some mean ...

8 years ago

Levitikon started the discussion Why do strategies work some days and not others?

I've been working on some strategies that I constantly see perform spectacular some days and...

8 years ago

Levitikon started the discussion How do you measure of a good steady rise?

This might be more of a math question than a stock market or C# question.

8 years ago

Levitikon started the discussion 1779442119533859999999900% Compounding Annual Return

I think I have everyone beat!

8 years ago

Levitikon started the discussion Data provider with identical historical tick data?

I'm thrilled about the mention of eventually being able to use a external data provider through...

8 years ago

Levitikon started the discussion IB Paper Trading?

I get there is Paper Trading and Live Trading options when deploying a project with QC....

8 years ago

Levitikon started the discussion Adding tags after orders have been made?

 

8 years ago

Levitikon started the discussion Supported Forex pairs?

Curious, is there a list of Forex pairs that QC supports? When sampling, a bunch of cross pairs and...

8 years ago

Levitikon started the discussion Plotting Renko Bars?

Curious, is there a good way to Plot Renko bars? I played around with the Candle SeriesType...

8 years ago

Levitikon left a comment in the discussion Supported Forex pairs?

Hey Jared,

8 years ago

Levitikon left a comment in the discussion Supported Forex pairs?

Great! Thanks Jared! Looking forward to checking this out.

8 years ago