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Simon started the discussion Momemtum strategy - numerical precision issues in the factor file causing issues in backtest
Hi
Simon started the discussion Coarse/Fine Universe Selection with Customer SymbolData Inidcators for Mometum - Please register to receive data for symbol using the AddSecurity() function. in Indicators.cs:line 2187
Following the standard pattern for a classic strategy but getting a Runtime Error: Please register...
Simon started the discussion Issue with Backtesting - Stuck at Analysing Strategy
Backtesting does not work at the moment. Tried logging in and out. Waited for 5 minute disconnect...
Simon started the discussion Combining Coarse/Fine Universe Selection with further selection via Custom Indicators (SymbolData pattern). Best way?
Hi All
Simon started the discussion Momemtum strategy - numerical precision issues in the factor file causing issues in backtest
Hi
Simon started the discussion Coarse/Fine Universe Selection with Customer SymbolData Inidcators for Mometum - Please register to receive data for symbol using the AddSecurity() function. in Indicators.cs:line 2187
Following the standard pattern for a classic strategy but getting a Runtime Error: Please register...
Simon started the discussion Issue with Backtesting - Stuck at Analysing Strategy
Backtesting does not work at the moment. Tried logging in and out. Waited for 5 minute disconnect...
Simon started the discussion Combining Coarse/Fine Universe Selection with further selection via Custom Indicators (SymbolData pattern). Best way?
Hi All
Simon left a comment in the discussion Tail Risk Taleb
@Jack Pizza
Simon left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Backtests from 2000 through to now for the various In-Out versions run fine if you're not using...
Simon left a comment in the discussion How to overcome a backtest stopping due to numerical precision issues in the factor file?
I frequently encounter this issue when backtesting equities selection strategies and I think a...
Simon left a comment in the discussion Futures Rollovers
Hi Varad
Simon left a comment in the discussion Continuous Futures Support
This is helpful, but do you have an example with actual trading? The continuous contract is not...
Simon left a comment in the discussion Combining Coarse/Fine Universe Selection with further selection via Custom Indicators (SymbolData pattern). Best way?
I am more convinced there is a bug in the way QC lean handles the feed to OnData.
Simon left a comment in the discussion Tail Risk Taleb
@Jack Pizza
1 years ago