Sofyan Saputra
Quant
Date Joined
14th May, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-30 06:16:05
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Activity on QuantConnect
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Public Backtests (7)
View More-2.978Net Profit
-1.521Sharpe Ratio
0.192Alpha
-28.925Beta
-31.062CAR
6.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
22Tradeable Dates
1Trades
0.011Treynor Ratio
0Win Rate
47.305Net Profit
1.383Sharpe Ratio
43.952Alpha
-3174.121Beta
42.904CAR
4.7Drawdown
21Loss Rate
1Security Types
0.66475162306706Sortino Ratio
396Tradeable Dates
250Trades
0Treynor Ratio
79Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.941Net Profit
-4.159Sharpe Ratio
0.113Alpha
-2.764Beta
-65.812CAR
3.8Drawdown
77Loss Rate
1Security Types
-0.15137008949167Sortino Ratio
5Tradeable Dates
65Trades
0.349Treynor Ratio
23Win Rate
0Net Profit
3.338Sharpe Ratio
0.233Alpha
0.655Beta
19.447CAR
1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
2Trades
0.15Treynor Ratio
0Win Rate
Community
View MoreSofyan started the discussion Backtest Handled Error: BTCUSD: requires BTC and USD to have non-zero conversion rates. This can be caused by lack of data.
What is the data availability of btcusd data? I am currently setting resolution to hourly.
Sofyan started the discussion Extended market hours data error
I am developing an algorithm which heavily relies on the usage of after hours data, sepcifically in...
Sofyan started the discussion Set Custom Margin Model For Short Options
I am looking at the documentation (OptionMarginModel and ISecurityMarginModel) and am having...
Sofyan started the discussion Override Option limit fill model
I am noticing that limit orders do not fill for a very long time regardless of the price you set....
Sofyan started the discussion Lean Documentation Laggy on
I have tried on multiple computers and with various internet connections. This includes high...
-2.978Net Profit
-1.521Sharpe Ratio
0.192Alpha
-28.925Beta
-31.062CAR
6.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
22Tradeable Dates
1Trades
0.011Treynor Ratio
0Win Rate
47.305Net Profit
1.383Sharpe Ratio
43.952Alpha
-3174.121Beta
42.904CAR
4.7Drawdown
21Loss Rate
1Security Types
0.66475162306706Sortino Ratio
396Tradeable Dates
250Trades
0Treynor Ratio
79Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.941Net Profit
-4.159Sharpe Ratio
0.113Alpha
-2.764Beta
-65.812CAR
3.8Drawdown
77Loss Rate
1Security Types
-0.15137008949167Sortino Ratio
5Tradeable Dates
65Trades
0.349Treynor Ratio
23Win Rate
0Net Profit
3.338Sharpe Ratio
0.233Alpha
0.655Beta
19.447CAR
1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
2Trades
0.15Treynor Ratio
0Win Rate
0Net Profit
3.157Sharpe Ratio
0.011Alpha
0.476Beta
33.667CAR
0.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
2Trades
0.41Treynor Ratio
0Win Rate
0Net Profit
3.157Sharpe Ratio
0.011Alpha
0.476Beta
33.667CAR
0.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
2Trades
0.41Treynor Ratio
0Win Rate
Sofyan started the discussion Backtest Handled Error: BTCUSD: requires BTC and USD to have non-zero conversion rates. This can be caused by lack of data.
What is the data availability of btcusd data? I am currently setting resolution to hourly.
Sofyan started the discussion Extended market hours data error
I am developing an algorithm which heavily relies on the usage of after hours data, sepcifically in...
Sofyan started the discussion Set Custom Margin Model For Short Options
I am looking at the documentation (OptionMarginModel and ISecurityMarginModel) and am having...
Sofyan started the discussion Override Option limit fill model
I am noticing that limit orders do not fill for a very long time regardless of the price you set....
Sofyan started the discussion Lean Documentation Laggy on
I have tried on multiple computers and with various internet connections. This includes high...
Sofyan started the discussion Access Denied for Public Dropbox Link and How to Create trailing Stop Loss
The boilerplate for my code needs to do the following:
Sofyan started the discussion Getting today's opening price from History Function
So I am able to get yesterday's close but am having a lot of difficulty getting today's...
Sofyan started the discussion "Runtime Error: '...' wasn't found in the TradeBars object" when dealing with universe of stocks
So I am working with a dynamic universe of stocks at second resolution and am occasionally seeing...
Sofyan started the discussion Check minimum tick size increment
Certain stocks have a min tick increment size of .05 rather than .01. So for example if I try to...
Sofyan left a comment in the discussion "Runtime Error: '...' wasn't found in the TradeBars object" when dealing with universe of stocks
Jared Broad Apologies for this. The main issue deterring me from uploading backtests is that...
Sofyan left a comment in the discussion Check minimum tick size increment
Great this is exactly what I was looking for!
Sofyan left a comment in the discussion "Runtime Error: '...' wasn't found in the TradeBars object" when dealing with universe of stocks
Actually, I just finished the test using tick data and am geting "Runtime Error: '...'...
Sofyan left a comment in the discussion "Runtime Error: '...' wasn't found in the TradeBars object" when dealing with universe of stocks
That makes perfect sense, thanks for the help! I am only using onData to simulate a trailing stop...
Sofyan left a comment in the discussion "Runtime Error: '...' wasn't found in the TradeBars object" when dealing with universe of stocks
Hi Yan Xiaowei, appreciate the assistance!
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Sofyan left a comment in the discussion Check minimum tick size increment
Jared Broad Thanks for letting me know. I think I will get around the issue by submitting a...
7 years ago