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.
Mike started the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
In this backtest, where I submit a market order at 1am on a trading day (12 Dec 2022), the order...
Mike started the discussion Duplicate trade bars due to company merger
After filtering down to a set of securities for my universe, I notice that in OnData I'm getting...
Mike started the discussion ETF constituent universe with coarse selector
Is there a way to combine an ETF constituent universe with a coarse selector? I see a signature for...
Mike started the discussion Same Code, Different Results
In January 30, 2023, I ran a backtest covering 2018-2022. Yesterday, April 30, 2023, I reran the...
Mike started the discussion Weekly Consolidation Triggered on Tuesdays
When using TradeBarConsolidator(Calendar.Weekly), the consolidation handler for the Mon-Fri...
Mike started the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
In this backtest, where I submit a market order at 1am on a trading day (12 Dec 2022), the order...
Mike started the discussion Duplicate trade bars due to company merger
After filtering down to a set of securities for my universe, I notice that in OnData I'm getting...
Mike started the discussion ETF constituent universe with coarse selector
Is there a way to combine an ETF constituent universe with a coarse selector? I see a signature for...
Mike started the discussion Same Code, Different Results
In January 30, 2023, I ran a backtest covering 2018-2022. Yesterday, April 30, 2023, I reran the...
Mike started the discussion Weekly Consolidation Triggered on Tuesdays
When using TradeBarConsolidator(Calendar.Weekly), the consolidation handler for the Mon-Fri...
Mike left a comment in the discussion Same Code, Different Results
Thanks both. I actually did use the EMA indicator in my algo. I'll look at that and the adjusted...
Mike left a comment in the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
Thanks for explaining the difference between backtest and live trading results. I've since run a...
Mike left a comment in the discussion Duplicate trade bars due to company merger
That's great. Thank you!
Mike left a comment in the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
Thanks for looking at this. If you change the resolution to daily and rerun the backtest, then SPY...
Mike left a comment in the discussion ETF constituent universe with coarse selector
Thank you 😊
Mike started the discussion Your kernel does not support swap limit capabilities
I'm getting this error when I press the Live Trade Project button (lightning bolt). I have run...
Mike started the discussion Local Development Setup Issue: .NET Version Mismatch
I'm following the instructions to set up local development on Windows. When I open...
Mike left a comment in the discussion Fade The Trend Strategy - Mean Reversion Algorithm by Perry J Kaufman
In his book, Trading Systems and Methods, Kaufman write about using kurtosis as a trading signal....
1 years ago