Michael Bloomfield
Quant
Date Joined
28th January, 2018
Bootcamp progress
69% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-11-11 07:37:32
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-27 05:32:49
Cloner
Clone at least 100 algorithms from the community.
2021-01-25 05:15:26
C# Programming
Choose C# as your preferred programming language.
2018-01-28 02:49:55
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-31 05:07:10
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-11-05 17:34:18
- Profile
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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 More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Parameters
0Security Types
316Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
89Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreMichael started the discussion GetNextMarketClose vs GetMarketHours
Exchange.Hours.GetNextMarketClose(Time, true) gets me:
Michael started the discussion Algorithm Framework Execution Model: Futures Rollover
If the Algorithm Framework's Execution Model is used to enter a futures position (long or short),...
Michael started the discussion FUTURES; Daily Consolidation
What would be a smart way to do DAILY consolidation of Futures data?
Michael started the discussion TradeBar based on Volume not Time
OHLC TradeBars are based on time, Second, Minute, Daily, etc.
Michael started the discussion TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different contract.
The TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
375Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Parameters
0Security Types
316Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
89Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
7Parameters
0Security Types
4Tradeable Dates
Michael started the discussion GetNextMarketClose vs GetMarketHours
Exchange.Hours.GetNextMarketClose(Time, true) gets me:
Michael started the discussion Algorithm Framework Execution Model: Futures Rollover
If the Algorithm Framework's Execution Model is used to enter a futures position (long or short),...
Michael started the discussion FUTURES; Daily Consolidation
What would be a smart way to do DAILY consolidation of Futures data?
Michael started the discussion TradeBar based on Volume not Time
OHLC TradeBars are based on time, Second, Minute, Daily, etc.
Michael started the discussion TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different contract.
The TradeBarConsolidator does not accept a TradeBar with the same underlying symbol but different...
Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
YES!!
Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
These are the most common cash indices that are tracked, SPX, NDX, RUT and MID. Although the index...
Michael started the discussion RenkoConsolidator and Futures
Can the RenkoConsolidator be used with Futures?
Michael started the discussion Alpha strategy earning $50,000 per month!
I log into my Algorithm Lab and what do I see for the latest accepted alphas?
Michael started the discussion Logging to external tabular data store
Today, QuantConnect has Console, Debug and Log functions, which are powerful and useful features...
Michael started the discussion Scheduled Events for Futures
We have documentation for Scheduled Events, Scheduled Events, and below is an exanmple for a...
Michael started the discussion Triangular Moving Average's Update Method expects IndicatorBasePoint input
I want to use Triangular Moving Average with S&P 500 Futures.
Michael started the discussion Trading Futures from First Trading Hour to the Last Trading Hour of the Week
I have a weekly strategy where I want to trade from the first trading hour to the last trading hour...
Michael started the discussion Keltner Channels Update Method is not working
Keltner Chanenls Update Method is not working.
Michael started the discussion Cash Indices: SPX, NDX, RUT and MID are available?
Am we subscribe to the equity cash indices, SPX, NDX, RUT and MID?
Michael started the discussion Interactive Brokers: Paper Trading Account
I know "Paper Trading" is an option when going Live but I'm also curious to know if I am able to...
Michael started the discussion QuantConnect Way to do Futures Rollover
What is the QuantConnect way to do Futures Rollover?
Michael left a comment in the discussion ABCD Bullish Pattern Strategy
How will you identify Point A? When you do, store the value in a decimal variable.
Michael left a comment in the discussion How to access last 5 TradeBars?
In your OnData method, are you adding the TradeBar to the RollingWindow (of TradeBars)?
Michael left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
Can we subscribe to the equity cash indices, SPX, NDX, RUT and MID? I'm not asking if we can...
Michael started the discussion NADEX Brokerage
I would be extremely interested in having NADEX as a Brokerage for trading their derivatives:...
Michael started the discussion Import Custom Date: Overrider Reader and set Time field
I've read two...
Michael started the discussion Brokerage: Tradovate
Hi!
Michael started the discussion TickConsolidator from 100 ticks
TickConsolidator(100) will create a TradeBar from 100 ticks.
Michael started the discussion Trouble with Micro Futures (e.g. MES)
There are no compile errors. In my OnData function, the front-end ES future contracts does get...
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Michael left a comment in the discussion Live Trading Restarts?
What if there was a mobile QC monitoring app on my phone, with built-in heartbeat, notifications...
3 years ago