Shuai Liu
Quant
Date Joined
29th May, 2023
Bootcamp progress
24% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-07-24 15:29:02
Python Programming
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2023-05-29 06:31:20
Boot Camp Private
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2023-05-30 11:56:02
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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)
View More-0.217Net Profit
0PSR
-11.326Sharpe Ratio
-0.025Alpha
-0.006Beta
-4.079CAR
0.2Drawdown
-0.03Loss Rate
3Parameters
0Security Types
12Tradeable Dates
16Trades
5.282Treynor Ratio
0Win Rate
Community
View MoreShuai started the discussion Consolidate daily or weekly bar using extendedMarketHours Minute data
I'm trying to handle data at different resolutions (like 15 minutes, hourly, daily, and weekly) for...
Shuai started the discussion Request minute and daily resolution at the same time
My trading algorithm will use minute resolution with extended market hours to make orders and use...
Shuai started the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
In this way, the daily bar you consolidated is not correct and it reflects extended market hours...
-0.217Net Profit
0PSR
-11.326Sharpe Ratio
-0.025Alpha
-0.006Beta
-4.079CAR
0.2Drawdown
-0.03Loss Rate
3Parameters
0Security Types
12Tradeable Dates
16Trades
5.282Treynor Ratio
0Win Rate
Shuai started the discussion Consolidate daily or weekly bar using extendedMarketHours Minute data
I'm trying to handle data at different resolutions (like 15 minutes, hourly, daily, and weekly) for...
Shuai started the discussion Request minute and daily resolution at the same time
My trading algorithm will use minute resolution with extended market hours to make orders and use...
Shuai started the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
Is there any support team? need some help.
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
In this way, the daily bar you consolidated is not correct and it reflects extended market hours...
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
I found this bug will happen when I add the same equity with both minute and daily resolution.
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
set extendedMarketHours=False can't avoid this issue.
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
I need extendedMarketHours=True
Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
The default fill model is Equity Fill Model. It should not fills stop market orders at...
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Shuai left a comment in the discussion The price has not touch the stop price and StopMarketOrder be filled at 00:00:00
Is there any support team? need some help.
1 years ago