Vncne
Quant
Date Joined
28th January, 2019
Bootcamp progress
75% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-05-08 13:42:07
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-07 18:48:32
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-05-08 10:37:51
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-01-28 16:41:10
Cloner
Clone at least 100 algorithms from the community.
2020-09-29 10:31:32
C# Programming
Choose C# as your preferred programming language.
2019-01-28 18:21:03
Python Programming
Choose Python as your preferred programming language.
2020-05-02 13:14:54
Popular
Receive at least 10 upvotes from different users in the community.
2021-11-24 19:32:57
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-05-03 09:27:10
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-19 19:41:18
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2021-03-17 23:40:02
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2021-07-14 13:36:46
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Activity on QuantConnect
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Public Backtests (17)
View More295.766Net Profit
0.706PSR
0.489Sharpe Ratio
-0.001Alpha
0.991Beta
9.597CAR
54.7Drawdown
0Loss Rate
8Parameters
0Security Types
0.581Sortino Ratio
3776Tradeable Dates
1Trades
0.08Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.043Net Profit
24.894PSR
-0.506Sharpe Ratio
-0.057Alpha
0.058Beta
-6.493CAR
4.1Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
6Trades
-0.877Treynor Ratio
100Win Rate
-6.495Net Profit
0PSR
-2.562Sharpe Ratio
-0.048Alpha
0.008Beta
-5.63CAR
6.5Drawdown
94Loss Rate
9Parameters
1Security Types
-0.6474Sortino Ratio
291Tradeable Dates
72Trades
-6.06Treynor Ratio
6Win Rate
-0.524Net Profit
1.218PSR
-1.662Sharpe Ratio
-0.015Alpha
-0.015Beta
-0.896CAR
0.6Drawdown
-0.03Loss Rate
4Parameters
0Security Types
-1.567Sortino Ratio
145Tradeable Dates
377Trades
-0.304Treynor Ratio
0.01Win Rate
Community
View MoreVncne started the discussion Question about Insight Direction
Hi,
Vncne left a comment in the discussion Is there a listing of when OnData is called?
OnData is run every time your algorithm receives new data, so this depends on what resolution your...
Vncne left a comment in the discussion Alternative Data Import Changes
Garrison Whipple
Vncne left a comment in the discussion Orders Taking Multiple Bars to Fill?? (simple backtest attached)
Isn't it because the market doesn't open until 9:30?
295.766Net Profit
0.706PSR
0.489Sharpe Ratio
-0.001Alpha
0.991Beta
9.597CAR
54.7Drawdown
0Loss Rate
8Parameters
0Security Types
0.581Sortino Ratio
3776Tradeable Dates
1Trades
0.08Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.043Net Profit
24.894PSR
-0.506Sharpe Ratio
-0.057Alpha
0.058Beta
-6.493CAR
4.1Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
6Trades
-0.877Treynor Ratio
100Win Rate
-6.495Net Profit
0PSR
-2.562Sharpe Ratio
-0.048Alpha
0.008Beta
-5.63CAR
6.5Drawdown
94Loss Rate
9Parameters
1Security Types
-0.6474Sortino Ratio
291Tradeable Dates
72Trades
-6.06Treynor Ratio
6Win Rate
-0.524Net Profit
1.218PSR
-1.662Sharpe Ratio
-0.015Alpha
-0.015Beta
-0.896CAR
0.6Drawdown
-0.03Loss Rate
4Parameters
0Security Types
-1.567Sortino Ratio
145Tradeable Dates
377Trades
-0.304Treynor Ratio
0.01Win Rate
217.501Net Profit
16.261PSR
0.754Sharpe Ratio
0.119Alpha
0.119Beta
12.24CAR
23.8Drawdown
-2.19Loss Rate
5Parameters
0Security Types
0.937Sortino Ratio
2516Tradeable Dates
77Trades
-1.783Treynor Ratio
6.54Win Rate
13Parameters
0Security Types
754Tradeable Dates
15Parameters
0Security Types
252Tradeable Dates
14Parameters
0Security Types
252Tradeable Dates
9Parameters
0Security Types
63Tradeable Dates
8.65Net Profit
42.381PSR
0.828Sharpe Ratio
0.115Alpha
0.008Beta
12.989CAR
15.3Drawdown
52Loss Rate
13Parameters
1Security Types
0.2044Sortino Ratio
173Tradeable Dates
63Trades
14.44Treynor Ratio
48Win Rate
3Parameters
0Security Types
0Tradeable Dates
1Parameters
0Security Types
0Tradeable Dates
5Parameters
0Security Types
1258Tradeable Dates
13Parameters
0Security Types
4043Tradeable Dates
7Parameters
0Security Types
2768Tradeable Dates
0Parameters
0Security Types
1237Tradeable Dates
Vncne left a comment in the discussion Help Please: Add a Name.py file to project & API cannot find file
This has been occasionally happening to me as well. Sometimes simply refreshing the page is enough...
Vncne started the discussion Question about Insight Direction
Hi,
Vncne left a comment in the discussion Is there a listing of when OnData is called?
OnData is run every time your algorithm receives new data, so this depends on what resolution your...
Vncne left a comment in the discussion Alternative Data Import Changes
Garrison Whipple
Vncne left a comment in the discussion Orders Taking Multiple Bars to Fill?? (simple backtest attached)
Isn't it because the market doesn't open until 9:30?
Vncne left a comment in the discussion Constructing Keltner Channels for Universe Selection within class SelectionData()
Hi @John J,
Vncne left a comment in the discussion Consolidation several sets of symbols
Hi Derek Melchin ,
Vncne started the discussion How to self.Liquidate() in a StopMarketOrder
Hello, I'm new to QuantConnect and pretty new to Python in general; I'm trying to build a simple...
Vncne started the discussion Dynamic Position Sizing Based on Risk/Risk Tolerance?
I understand dynamic position sizing can somewhat be accomplished with SetHoldings(), but this...
Vncne started the discussion Question about using indicators for Oanda Securities
During my backtests, things were working fine when the security I was backtesting with was SPY,...
Vncne started the discussion How to set universal leverage for my algorithm?
I don't mean setting the leverage for a Universe I'm working with, but if I'm adding securities...
Vncne started the discussion Default Resolution for Indicators
Hey just a question about indicators;
Vncne started the discussion Trying to Replicate Algorithm from Liquid Value Stocks bootcamp
Hello, the algorithm created in the Liquid Value Stocks bootcamp doesn't include any market order...
Vncne started the discussion Questions about the Liquid Universe bootcamp
In def CoarseSelectionFilter(self, coarse):, what is the "coarse" object within the() exactly? As...
Vncne started the discussion Where to Put Code for Market Orders After Filtering a Universe by Fundamental Data?
I was taught in the earlier bootcamps that "def OnData(self, data)" would be the primary entry...
Vncne started the discussion Differentiating between Manual Universe and Liquid Universe securities when sending orders?
Hi, I have a question regarding the securities contained within the Manual and Liquid Universes;
Vncne started the discussion How to SetHoldings to every symbol in self.ActiveSecurities?
Hi, in order to allocate to every symbol in a liquid universe, what I used to do was:
Vncne started the discussion Adding Momentum Filter before Filtering by Fine Data
Hi! I have a simple liquid universe algo that filters fine data, but now I'm trying to add a...
Vncne started the discussion Orders are getting cancelled before they are filled (Liquid Universe)
Hi, this has had me stumped for awhile now, this is just a basic algorithm using a liquid universe;...
Vncne started the discussion Constructing Keltner Channels for Universe Selection within class SelectionData()
Hi! I'm trying to add the Keltner Channels indicator as an extra filter for my universe selection,...
Vncne started the discussion Using a specific symbol's Valuation Ratio as a parameter in choosing symbols in Fine Selection.
Hi, using the code below, I'm able to choose securities based on their fundamental data such as...
Vncne started the discussion Benchmark Overlay on Strategy Equity?
Hi! Currently by default, the benchmark is plotted on a different window from the strategy equity....
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Vncne left a comment in the discussion Help Please: Add a Name.py file to project & API cannot find file
This has been occasionally happening to me as well. Sometimes simply refreshing the page is enough...
2 years ago