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.
44.762Net Profit
0PSR
41.868Sharpe Ratio
3.466Alpha
-0.022Beta
731.447CAR
0.6Drawdown
-0.1Loss Rate
0Parameters
0Security Types
196.388Sortino Ratio
55Tradeable Dates
9388Trades
-159.11Treynor Ratio
0.03Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
LoganW started the discussion "if not self.Transactions.GetOpenOrders()" not functioning in Live Deployment with IBKR
I've got a day trading algorithm that both shorts and longs futures. Only one trade is meant to...
LoganW started the discussion Live Timeouts Waiting for Brokerage Response; Losing Ticket Data Upon Reconnection
A few times now I have gotten a runtime error due to a 5 minute timeout waiting for a brokerage...
LoganW started the discussion Self.liquidContract via Futures Boot Camp no longer working ?
Hi all, I've been using the techniques from boot camp to filter for the highest OI. This was...
LoganW started the discussion Looking for exact candle values for back tests (Open, Close, High, Low)
Is there a way to get these? I'm testing a scalping strategy one day at a time and would like to be...
44.762Net Profit
0PSR
41.868Sharpe Ratio
3.466Alpha
-0.022Beta
731.447CAR
0.6Drawdown
-0.1Loss Rate
0Parameters
0Security Types
196.388Sortino Ratio
55Tradeable Dates
9388Trades
-159.11Treynor Ratio
0.03Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
LoganW started the discussion "if not self.Transactions.GetOpenOrders()" not functioning in Live Deployment with IBKR
I've got a day trading algorithm that both shorts and longs futures. Only one trade is meant to...
LoganW started the discussion Live Timeouts Waiting for Brokerage Response; Losing Ticket Data Upon Reconnection
A few times now I have gotten a runtime error due to a 5 minute timeout waiting for a brokerage...
LoganW left a comment in the discussion "if not self.Transactions.GetOpenOrders()" not functioning in Live Deployment with IBKR
What would be a good way to ensure this other than checking that the order is filled like I have?...
LoganW started the discussion Self.liquidContract via Futures Boot Camp no longer working ?
Hi all, I've been using the techniques from boot camp to filter for the highest OI. This was...
LoganW started the discussion Looking for exact candle values for back tests (Open, Close, High, Low)
Is there a way to get these? I'm testing a scalping strategy one day at a time and would like to be...
LoganW left a comment in the discussion Self.liquidContract via Futures Boot Camp no longer working ?
Please see this back test of a simpler algorithm with the exact same futures contracts data lines...
LoganW left a comment in the discussion Backtesting Bug
Sorry, “Regular Trading Hours”
LoganW left a comment in the discussion Backtesting Bug
Thanks for sharing. Does this only occur when orders are place outside of RTH and/or only daily...
LoganW left a comment in the discussion "if not self.Transactions.GetOpenOrders()" not functioning in Live Deployment with IBKR
What would be a good way to ensure this other than checking that the order is filled like I have?...
1 years ago