Sri Vanama
Quant
Date Joined
19th July, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-17 23:14:28
Popular
Receive at least 10 upvotes from different users in the community.
2019-10-28 22:42:01
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Activity on QuantConnect
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Public Backtests (10)
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Community
View MoreSri started the discussion Intraday Futures MA Cross Long & Short
Is there a Sample code intraday futures (say Crude Oil) MA cross Long & Short5 min?
Sri started the discussion $ZIV Dollar Cost Averaging 12% CAGR
12% CAGR on $ZIV Dollar cost averaging backtest. Edited cloned code from template, due thanks!
Sri started the discussion 20-50 DMA Cross - 35% CAGR using 20/50 cross over on $FB
This algorithm goes long on 20/50 DMA cross, sidelines to cash when 50/20 cross over. Simple...
Sri started the discussion Using the Etrade API
I have access to the E-trade API to make trades. Is there a way you can connect Quantconnect to...
Sri started the discussion How does Liquidate() Behave?
Hi QC,
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1383Tradeable Dates
Sri started the discussion Intraday Futures MA Cross Long & Short
Is there a Sample code intraday futures (say Crude Oil) MA cross Long & Short5 min?
Sri started the discussion $ZIV Dollar Cost Averaging 12% CAGR
12% CAGR on $ZIV Dollar cost averaging backtest. Edited cloned code from template, due thanks!
Sri started the discussion 20-50 DMA Cross - 35% CAGR using 20/50 cross over on $FB
This algorithm goes long on 20/50 DMA cross, sidelines to cash when 50/20 cross over. Simple...
Sri started the discussion Using the Etrade API
I have access to the E-trade API to make trades. Is there a way you can connect Quantconnect to...
Sri started the discussion How does Liquidate() Behave?
Hi QC,
Sri started the discussion New Column in Trades tab
Just a small feature improvement that may make sense while the code can always implement it in the...
Sri started the discussion FYI - Tried a few combinations on $VXX
I seem to be getting 70% CAGR by simply shorting $VXX every time 10 EMA crosses down 5 EMA. One...
Sri started the discussion USO Hourly EMA Long Short
Testing a Long/Short strategy on USO intraday hourly. I think the code on flatten + short if long...
Sri started the discussion Help with 5 min consolidator code
Hi all, Trying to test a 50 SMA cross at 5 min timeframe. Tried a code for 5 min consolidator, but...
Sri started the discussion IRA account trading in IB allowed?
I hope there's no restriction in algo based strategy execution in IRA accounts for stocks options...
Sri started the discussion Introduction to StockTwits
Jared, You may know StockTwits, a community of 100s of thousands of live traders and investors...
Sri started the discussion Insufficient buying power
Not sure what's wrong but got a run time error first on LIVE. The broker (IB) rejected the order,...
Sri left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
@Nick, yes shorting is difficult but $XIV is what I use today. However also backtested $VXX 10/5...
Sri left a comment in the discussion IRA account trading in IB allowed?
Thanks Nik and Michael!
Sri left a comment in the discussion IRA account trading in IB allowed?
Agreed for equities (confirming with them on futures), but are algo driven trades allowed?
Sri left a comment in the discussion 5 min Long/short on $UGAZ, 305% annualized YTD
Was trying several what-ifs, turns out anything less than 10% tolerance in this case yields dire...
Sri left a comment in the discussion Complex Indicators on 15 minute Time frame
Awesome, thanks for sharing. Time saver!
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Sri left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
@ Daniel Actually it runs as many times a day as there are 50/20 SMA cross. The algo is active only...
9 years ago