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Public Backtests (2)

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TP = +0.5; SL = -2.5 (SL=-2.25@+.75) {{Current Leader .5 TP}}

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

Adaptable Red-Orange Coyote

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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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...

1 years ago

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...

1 years ago

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

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...

2 years ago

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...

2 years ago

TP = +0.5; SL = -2.5 (SL=-2.25@+.75) {{Current Leader .5 TP}}

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

Adaptable Red-Orange Coyote

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...

1 years ago

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...

1 years ago

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

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...

2 years ago

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...

2 years ago

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...

2 years ago

LoganW left a comment in the discussion Backtesting Bug

Sorry, “Regular Trading Hours”

2 years ago

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...

2 years ago