Roberto Terpilowski
Quant
Date Joined
30th April, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-17 17:55:49
C# Programming
Choose C# as your preferred programming language.
2018-03-17 16:33:04
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Activity on QuantConnect
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Public Backtests (2)
View More134.423Net Profit
1.752Sharpe Ratio
0.169Alpha
0.086Beta
18.064CAR
8.9Drawdown
53Loss Rate
1Security Types
0.29374944180657Sortino Ratio
1292Tradeable Dates
1898Trades
1.985Treynor Ratio
47Win Rate
20Tradeable Dates
Community
View MoreRoberto started the discussion Fills in the paper trade broker
How are fills processed in the paper trade broker, is it using the ask price for buy orders...
Roberto started the discussion Stop Loss disappears and chart issues
I have a strategy trading live in 'paper trade' mode where the stop loss either weren't...
Roberto left a comment in the discussion Simple scalping with Williams Fractals
Is this after slippage and commission?
Roberto left a comment in the discussion Trend-Volatility Multi-Currency Portfolio Strategy with Risk Control
I'm noticing the exact same issue using the paper trader. Orders can't be opened due...
134.423Net Profit
1.752Sharpe Ratio
0.169Alpha
0.086Beta
18.064CAR
8.9Drawdown
53Loss Rate
1Security Types
0.29374944180657Sortino Ratio
1292Tradeable Dates
1898Trades
1.985Treynor Ratio
47Win Rate
20Tradeable Dates
Roberto started the discussion Fills in the paper trade broker
How are fills processed in the paper trade broker, is it using the ask price for buy orders...
Roberto left a comment in the discussion Multiple symbol indicator values in Consolidated bar handler.
That did the trick. Thanks a lot guys for your help.
Roberto started the discussion Stop Loss disappears and chart issues
I have a strategy trading live in 'paper trade' mode where the stop loss either weren't...
Roberto left a comment in the discussion Simple scalping with Williams Fractals
Is this after slippage and commission?
Roberto left a comment in the discussion Trend-Volatility Multi-Currency Portfolio Strategy with Risk Control
I'm noticing the exact same issue using the paper trader. Orders can't be opened due...
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Roberto left a comment in the discussion Multiple symbol indicator values in Consolidated bar handler.
That did the trick. Thanks a lot guys for your help.
7 years ago