OuYangFeng
Quant
Date Joined
31st July, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 23:10:46
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-02-11 09:59:46
Cloner
Clone at least 100 algorithms from the community.
2018-01-29 23:34:46
- Profile
- Backtests
- Community
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 (2)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-45.534Net Profit
-0.339Sharpe Ratio
-0.13Alpha
0.285Beta
-17.457CAR
69.5Drawdown
63Loss Rate
1Security Types
-0.10585002499057Sortino Ratio
0Tradeable Dates
565Trades
-0.382Treynor Ratio
37Win Rate
Community
View MoreOuYangFeng started the discussion Something strange happen on 'Schedule', it used only run once, today it run the Schedule task multiple times.
It happened recently
OuYangFeng started the discussion RSI Value are not giving correct value when using universe C#
For example:
OuYangFeng started the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
At the moment, there are daily and hour avaiable, how to create different resolution. Thank you
OuYangFeng started the discussion Request for CCI example, Universe example and algorithm trading example
Can anyone post any CCI example?
OuYangFeng started the discussion How does CCI work with universe, can anyone give one example
How does CCI work with universe
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-45.534Net Profit
-0.339Sharpe Ratio
-0.13Alpha
0.285Beta
-17.457CAR
69.5Drawdown
63Loss Rate
1Security Types
-0.10585002499057Sortino Ratio
0Tradeable Dates
565Trades
-0.382Treynor Ratio
37Win Rate
OuYangFeng started the discussion Something strange happen on 'Schedule', it used only run once, today it run the Schedule task multiple times.
It happened recently
OuYangFeng started the discussion RSI Value are not giving correct value when using universe C#
For example:
OuYangFeng started the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
At the moment, there are daily and hour avaiable, how to create different resolution. Thank you
OuYangFeng started the discussion Request for CCI example, Universe example and algorithm trading example
Can anyone post any CCI example?
OuYangFeng started the discussion How does CCI work with universe, can anyone give one example
How does CCI work with universe
OuYangFeng left a comment in the discussion RSI Value are not giving correct value when using universe C#
Thank you, Michael.
OuYangFeng left a comment in the discussion Something strange happen on 'Schedule', it used only run once, today it run the Schedule task multiple times.
Haha, it worked for me in the right way.
OuYangFeng started the discussion Question: Custom Design Indicator and Online Backtest
Hi All, I like to create an indicator and use that indicator in my algorithm. I also want to...
OuYangFeng started the discussion What are the supported Forex pairs? What are the 13 Major Currency?
I saw the 13 major currency in the "Documentation", but it does not tell you what they...
OuYangFeng started the discussion Indicator Request: 2 line MACD
Can we have a 2 line MACD indicator, please?
OuYangFeng started the discussion How to write data into a dropbox/localfile/Mysql database?
Hi there,
OuYangFeng started the discussion Help Please! Stock Filter/Stock Pool
About the Code:
OuYangFeng left a comment in the discussion Help Please! Stock Filter/Stock Pool
Hi Alexandre, dont worry about the multiple universes question.
OuYangFeng left a comment in the discussion Help Please! Stock Filter/Stock Pool
Thanks Alexandre.
OuYangFeng left a comment in the discussion Help Please! Stock Filter/Stock Pool
Thanks Alexandre, this is really helpful
OuYangFeng started the discussion Monthly Contest (Backtest and Live)
If we have contest running every month, that would be great.
OuYangFeng started the discussion Indicators
Can we have more indicators available, open source ones? So people have access to the indicators...
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OuYangFeng left a comment in the discussion Request for CCI example, Universe example and algorithm trading example
6 years ago