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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 (11)

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Sleepy Fluorescent Pink Salmon

3269Tradeable Dates

Upgraded Fluorescent Pink Pigeon

2558Tradeable Dates

Creative Red-Orange Duck

2663Tradeable Dates

Hyper-Active Sky Blue Seahorse

2652Tradeable Dates

Muscular Apricot Cobra

3175Tradeable Dates


Community

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Tadas started the discussion Volatility adjusted MA + FX, something to experiment with

This strategy uses custom indicator I have created some time experimenting with things. In...

8 years ago

Tadas left a comment in the discussion Expert Advisor Metatrader?

Metatrader is on MQL4 and MQL5, which are C++ based, not C#. Although they're similar, you...

8 years ago

Tadas left a comment in the discussion [Feature] Coarse Universe Selection

Figured cusytom updates out. Anotehr one. What is the best way to close symbols not based...

8 years ago

Tadas left a comment in the discussion [Feature] Coarse Universe Selection

Hi, guys. One question. How can I update witth custom data, for example Open:

8 years ago

Tadas started the discussion Lean engine

OK, how you actually triggerthe console as Visual Studio only happens to say that you have only...

9 years ago

Sleepy Fluorescent Pink Salmon

3269Tradeable Dates

Upgraded Fluorescent Pink Pigeon

2558Tradeable Dates

Creative Red-Orange Duck

2663Tradeable Dates

Hyper-Active Sky Blue Seahorse

2652Tradeable Dates

Muscular Apricot Cobra

3175Tradeable Dates

Square Black Salamander

1397Tradeable Dates

Calculating Apricot Snake

2866Tradeable Dates

Crawling Sky Blue Shark

94Tradeable Dates

Crawling Brown Shark

2308Tradeable Dates

Virtual Green Caribou

1792Tradeable Dates

Pensive Sky Blue Gorilla

231Tradeable Dates

Tadas started the discussion Volatility adjusted MA + FX, something to experiment with

This strategy uses custom indicator I have created some time experimenting with things. In...

8 years ago

Tadas left a comment in the discussion Expert Advisor Metatrader?

Metatrader is on MQL4 and MQL5, which are C++ based, not C#. Although they're similar, you...

8 years ago

Tadas left a comment in the discussion [Feature] Coarse Universe Selection

Figured cusytom updates out. Anotehr one. What is the best way to close symbols not based...

8 years ago

Tadas left a comment in the discussion [Feature] Coarse Universe Selection

Hi, guys. One question. How can I update witth custom data, for example Open:

8 years ago

Tadas started the discussion Lean engine

OK, how you actually triggerthe console as Visual Studio only happens to say that you have only...

9 years ago

Tadas started the discussion Custom data for indicators

Someone please post an example of how to feed indicators, let's say moving average with custom data...

9 years ago

Tadas started the discussion [Request] Full working example

OK, here I'm requesting algorithm template to rapidly develop and research ideas, think would be...

9 years ago

Tadas started the discussion How to add multiple symbols to OnData(TradeBars)?

For example, if I need to do simple thing, add symbolA.Close to symbolB.Close or trade *both* via...

9 years ago

Tadas started the discussion Indicators with multiple resolutions for multiple symbols

Great day,

9 years ago

Tadas started the discussion How to set personal Quandl auth-code?

Yup :)

9 years ago

Tadas started the discussion Default forex margin requirements/ leverage/ size?

I see something changed as I'm started to get margin calls for relatively low sizes. When testing...

9 years ago

Tadas started the discussion Maximum Adverse Excursion / Maximum Favourable Excursion

As this wouldn't be the only one request in the field of analysis, I think, what are possibilities...

9 years ago

Tadas started the discussion Divergence Index

Here's something to play. Divergence index from Quantitative trading strategies.

9 years ago

Tadas started the discussion Fractal dimension / chaos index

A fractal dimension is a ratio providing a statistical index of complexity comparing how detail in...

9 years ago

Tadas started the discussion Previous values of custom "indicators"

I used to fast write new indicators inside OnData and getting their single values for each bar. So,...

9 years ago

Tadas started the discussion Updating indicators and getting their values for multiple symbols?

Good day, guys, what's the fastest way to update custom indicator(s) and getting their data for...

9 years ago

Tadas started the discussion How to register/update indicators with custom data?

Hi, I'm trying to use

9 years ago

Tadas started the discussion Help to get rid of 0s

This code which should in theory filter 0s:

9 years ago

Tadas started the discussion Trade statistics / Rolling statistics

Hey guys, would be nice to have some example on how to use Trade statistics :)

9 years ago

Tadas started the discussion Multiple RollingWindow solution?

I have following code that generates RollingWindow error and can't what parameters needed for RW...

9 years ago

Tadas left a comment in the discussion Does QuantConnect get the latest day's data from Quandl during live trading?

Quandl CBOE VXV has 2 day delay, does not work in real life.

9 years ago

Tadas left a comment in the discussion looking for robot trading that works

Depends on what returns you want, but one suggestion - forget *all* traditional indicators.

9 years ago

Tadas left a comment in the discussion Does QuantConnect get the latest day's data from Quandl during live trading?

Seems I have same problem. I'm using Quandl, daily resolution, widnowized, e.g. window[1] and algo...

9 years ago