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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)

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[Debugging] Crawling Brown Galago

0Parameters

0Security Types

0Tradeable Dates

Calm Asparagus Flamingo

29.019Net Profit

59.084PSR

1.472Sharpe Ratio

0.38Alpha

-0.083Beta

41.308CAR

19.9Drawdown

88Loss Rate

5Parameters

1Security Types

-0.8365Sortino Ratio

187Tradeable Dates

18Trades

-4.501Treynor Ratio

12Win Rate


Community

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SherpaTrader started the discussion Alphavantage data for backtesting locally in visual studio

Is there a implementation of using alpha vantage to get free stock data for backtesting with LEAN...

4 years ago

SherpaTrader started the discussion Changing BrokerageName to Alpaca reduces profit from 54% to 29%

I am trading ETF using momentum algorithm, when using no SetBrokerageModel i get net return of...

4 years ago

SherpaTrader started the discussion Alpaca Paper trading on Lean Brokerage Error : must be of type BacktestingBrokerage for use wth the BacktestingTransactionHandler

trying to run Live Alpaca paper trading on LEAN locally, i changed the foloowing below

4 years ago

SherpaTrader started the discussion ScheduledUniverseSelectionModel With FineSelection Filtering order by Momentum

Tyring to use selection data filtering like here for data pulled from Dropbox. I have a dropbox...

4 years ago

SherpaTrader started the discussion Paper Trading Alpaca, market order OPG Not executing

I have been doing paper tranding against Alpaca, the trade shows up in Alpaca as OPG Market order...

4 years ago

[Debugging] Crawling Brown Galago

0Parameters

0Security Types

0Tradeable Dates

Calm Asparagus Flamingo

29.019Net Profit

59.084PSR

1.472Sharpe Ratio

0.38Alpha

-0.083Beta

41.308CAR

19.9Drawdown

88Loss Rate

5Parameters

1Security Types

-0.8365Sortino Ratio

187Tradeable Dates

18Trades

-4.501Treynor Ratio

12Win Rate

SherpaTrader started the discussion Alphavantage data for backtesting locally in visual studio

Is there a implementation of using alpha vantage to get free stock data for backtesting with LEAN...

4 years ago

SherpaTrader started the discussion Changing BrokerageName to Alpaca reduces profit from 54% to 29%

I am trading ETF using momentum algorithm, when using no SetBrokerageModel i get net return of...

4 years ago

SherpaTrader started the discussion Alpaca Paper trading on Lean Brokerage Error : must be of type BacktestingBrokerage for use wth the BacktestingTransactionHandler

trying to run Live Alpaca paper trading on LEAN locally, i changed the foloowing below

4 years ago

SherpaTrader started the discussion ScheduledUniverseSelectionModel With FineSelection Filtering order by Momentum

Tyring to use selection data filtering like here for data pulled from Dropbox. I have a dropbox...

4 years ago

SherpaTrader started the discussion Paper Trading Alpaca, market order OPG Not executing

I have been doing paper tranding against Alpaca, the trade shows up in Alpaca as OPG Market order...

4 years ago

SherpaTrader started the discussion Highest price of day

for a given stock, what's the best way to tell inside onData, if that ticker price at the moment is...

4 years ago

SherpaTrader started the discussion Alpaca Two orders for same stock : Stop Loss Trail and TakeProfit LimitOrder at same time gets error

After Order is filled tyo buy i set 

4 years ago

SherpaTrader started the discussion Can you have multiple scheduled Universe selections?

 

4 years ago

SherpaTrader left a comment in the discussion Highest price of day

public void OnData(TradeBars data) { foreach (TradeBar bar in...

4 years ago

SherpaTrader left a comment in the discussion An inverted momentum rotation algorithm.

When you say multiple limit orders for exit,  do you mean one per stock ticker? I was planning on...

4 years ago

SherpaTrader left a comment in the discussion An inverted momentum rotation algorithm.

Hi Warren 

4 years ago

SherpaTrader left a comment in the discussion Algo: Losers of slowing descent.

Does this need to have some setwarmup done, before it can be run for live. since it uses 3 days of...

4 years ago

SherpaTrader left a comment in the discussion [Strategy] Opening Range Breakout

i tired to modify this algorithm by adding AddUniverse, and setting the secuiry...

4 years ago