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Biography

For the past 20 years I've used TC/2000 to create trading strategies. My focus is on individual stocks, ETF's, and ETN's using short term trend reversals. Been self employed for those 20 years. Prior to creating trading strategies I was employed by IBM as a systems engineer.

Activity on QuantConnect

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Public Backtests (2)

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Smooth Asparagus Bull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

539Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Yellow-Green Coyote

86.365Net Profit

63.524PSR

1.29Sharpe Ratio

0.492Alpha

0.176Beta

72.67CAR

35.8Drawdown

41Loss Rate

0Parameters

1Security Types

1.0056Sortino Ratio

286Tradeable Dates

63Trades

3.033Treynor Ratio

59Win Rate


Community

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Mike started the discussion S&P500 Sector Rotation Strategy

Just found this platform and would like to "test" some trading ideas using only the 11 S&P500...

4 years ago

Mike started the discussion ETF Sector Rotation - Logic Help

Trying to colsolidate daily data in a monthly bar.  Could I then calculate monthly performance of...

4 years ago

Mike started the discussion Daily To Monthly Consolidator

Looking to consolidate a month of "daily trade bars" into a monthly trade bar.  Would the...

4 years ago

Mike started the discussion Sector Rotation Calculation Error

When running the program XLC is sold, and bought in April 2019.  I thought my code would HOLD any...

4 years ago

Mike started the discussion McClellan Summation Index

The McClellan Summation Index is a long term version of the McClellan Oscillator, which is a market...

4 years ago

Smooth Asparagus Bull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

539Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Yellow-Green Coyote

86.365Net Profit

63.524PSR

1.29Sharpe Ratio

0.492Alpha

0.176Beta

72.67CAR

35.8Drawdown

41Loss Rate

0Parameters

1Security Types

1.0056Sortino Ratio

286Tradeable Dates

63Trades

3.033Treynor Ratio

59Win Rate

Mike started the discussion S&P500 Sector Rotation Strategy

Just found this platform and would like to "test" some trading ideas using only the 11 S&P500...

4 years ago

Mike started the discussion ETF Sector Rotation - Logic Help

Trying to colsolidate daily data in a monthly bar.  Could I then calculate monthly performance of...

4 years ago

Mike started the discussion Daily To Monthly Consolidator

Looking to consolidate a month of "daily trade bars" into a monthly trade bar.  Would the...

4 years ago

Mike started the discussion Sector Rotation Calculation Error

When running the program XLC is sold, and bought in April 2019.  I thought my code would HOLD any...

4 years ago

Mike started the discussion McClellan Summation Index

The McClellan Summation Index is a long term version of the McClellan Oscillator, which is a market...

4 years ago

Mike started the discussion Paper Trading

With the QuantConnect "Pro" level subscription, how many LIVE algorithms can one deploy for the...

4 years ago

Mike started the discussion Using TRIX To Liquidate

Created a list of speculative ETF's (many of them have triple leverage) that reallocates on the...

4 years ago

Mike started the discussion Trix Moving Average - Looking For Exit When Market Corrects

Is it possible to have a monthly consolidator AND a daily TRIX signal to exit early?  Trying to...

4 years ago

Mike started the discussion Using SPY 30 Day Moving Average To Exit Early and To Avoid Buying

Trying to exit selected ETF's when the S&P500 (SPY) moves below its 30 day moving average. ...

4 years ago

Mike started the discussion How to get Weekly EMA

Hi all,

4 years ago

Mike started the discussion Historical Data Loading

Hi all,

4 years ago

Mike left a comment in the discussion Tutoring intitiative

Hi Dan,

4 years ago

Mike left a comment in the discussion HELP!!

Hi Dooms,

4 years ago

Mike left a comment in the discussion How to get Weekly EMA

Thanks Alex.  Was just reading on QC and found information on “Sequential Consolidators”.  My...

4 years ago

Mike left a comment in the discussion Trix Moving Average - Looking For Exit When Market Corrects

Hi Rahul, looked at the “exits” I’m getting with the use of TRIX SMA 4 nf the SPY. I like...

4 years ago

Mike left a comment in the discussion Trix Moving Average - Looking For Exit When Market Corrects

Thanks Rahul. Appreciate your thoughtful insights.

4 years ago

Mike left a comment in the discussion Paper Trading

Thanks Rahul, Yes, I was referencing the Prime Plan. Are there any guidelines for the limitations...

4 years ago