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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 (1)

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Logical Green Donkey

11.321Net Profit

0.383Sharpe Ratio

0.109Alpha

-3.809Beta

2.996CAR

21Drawdown

70Loss Rate

1Security Types

0.12154005513044Sortino Ratio

915Tradeable Dates

231Trades

-0.009Treynor Ratio

30Win Rate


Community

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Pushpendra started the discussion How to generate the Rolling Window of 4-TradeBars

Hi,

6 years ago

Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars

attached backtest, please take a look for None TradeBars

6 years ago

Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars

Thanks for your suggestion. The check for 'if object is not None' helped.

6 years ago

Logical Green Donkey

11.321Net Profit

0.383Sharpe Ratio

0.109Alpha

-3.809Beta

2.996CAR

21Drawdown

70Loss Rate

1Security Types

0.12154005513044Sortino Ratio

915Tradeable Dates

231Trades

-0.009Treynor Ratio

30Win Rate

Pushpendra started the discussion How to generate the Rolling Window of 4-TradeBars

Hi,

6 years ago

Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars

attached backtest, please take a look for None TradeBars

6 years ago

Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars

Thanks for your suggestion. The check for 'if object is not None' helped.

6 years ago