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    • magenta.grimer

      Help in developing a strategy
      Strategy help • • magenta.grimer

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      support

      @magenta-grimer Hi, the lookback period in the backtester function is expressed in calendar days, and the indicators are expressed in trading days. So as far as the lookback period is long enough to include all indicator needed periods, all choices are fine.

      If the longest period needed for an indicator is 10 trading days (2 weeks), a lookback period of (for example) 20, 50 or 100 for the backtester function will deliver the same results. The shorter the better for efficiency.

    • S

      Q19 contest
      News and Feature Releases • • Sun-73

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      support

      @theflyingdutchman thanks, understood

    • A

      Some of my Q18 strategies stopped running after Jan 01 2023
      Support • • Algotime

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      @support Thanks for the opportunity to be reprocessed. I cloned the programs and made the only change as suggested (from “pip install yfinance” to “ pip install git+https://github.com/ranaroussi/yfinance.git@c56e3496dbc6a701c4bcb94787acda7e2928b32d”). I run them successfully and submitted to the contest. The updated strategies are now under Sent Strategies / Filtered (rejected due to the rules). Details were sent to the email as requested. Much appreciated!

    • C

      Local Development Error "could not convert string to float:'NAS:...'"
      Support • • captain.nidoran

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      @captain-nidoran Not fully conclusive yet, please check the related topic:

      https://quantiacs.com/community/topic/249/strategy-optimization-in-local-development-environment-is-not-working/5

    • P

      How to do sliding window of test/train
      Strategy help • • Penrose-Moore

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      support

      @penrose-moore We finally released a template which allows you to perform a retraining, it is available in the "Examples" section of your private space or publicly in the Documentation:

      https://quantiacs.com/documentation/en/examples/machine_learning_with_a_voting_classifier.html

    • magenta.grimer

      Modify an example strategy to trade on the futures market
      Strategy help • • magenta.grimer

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      magenta.grimer

      @support Thank you very much!

      I hope to don't disturb you so often in the future @support , but before that I need help to "get going".

    • T

      Q18 testing
      Support • • TheFlyingDutchman

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      @support Thanks a lot!

    • M

      Data loading in online Env
      Support • • magenta.kabuto

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      @magenta-kabuto Hi, did you try it? The slice function is designed to return all weights.

    • illustrious.felice

      What is forward looking and why it's effective badly to strategy?
      Strategy help • • illustrious.felice

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      @illustrious-felice Hi, that is not automatic as all trades are punished by slippage, and that is a subtraction from profits irrespective on the sign of the weights.

    • A

      Strategy passes correlation check in backtester but fails correlation filter after submission
      Support • • antinomy

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      Dear @antinomy,

      There has been some lag in processing, thanks for pointing it out.

      Regards

    • A

      Issue with Future and Crypto Spot data
      Support • • anshul96go

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      @support Thanks, mailing you!

    • magenta.grimer

      IP Protection and the ongoing sustainability of the business model
      General Discussion • • magenta.grimer

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      @magenta-grimer That is correct, but you can for example train a model locally on your machine, and then submit a code which uses the results of the training (for example stored in numerical form) but does not reveal the underlying idea.

    • R

      Cannot Install tookbox.git in colab
      Support • • rubber.trout

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      support

      @cyan-gloom Hi, we are busy with checking the submissions which are coming, as we are close to the end of the Q20 contest, sorry if we were not responsive so fast. We will inform as soon as we are ready.

    • news-quantiacs

      Macroeconomic Data with Quantiacs
      News and Feature Releases • • news-quantiacs

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      S

      @antinomy
      Thank you!

    • A

      External Libraries
      Support • • antinomy

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      @support
      Yes, pip is way faster. Thanks!
      I might have found an even faster solution but I guess I have to wait a few hours to find out if it really works.

      Here's what I did:

      I created a folder in /root/books called "modules" to install cvxpy there to make it persistent: !mkdir modules && pip install --target=modules cvxpy Then if the import fails in the strategy, it creates symbolic links in /usr/local/lib/python3.7/site-packages/ that point to the content of /root/books/modules/ try: import cvxpy as cp except ImportError: import os source = '/root/book/modules/' target = '/usr/local/lib/python3.7/site-packages/' for dirpath, dirnames, filenames in os.walk(source): source_path = dirpath.replace(source, '') target_path = os.path.join(target, source_path) if not os.path.exists(target_path) and not os.path.islink(target_path): os.symlink(dirpath, target_path) continue for file in filenames: source_file = os.path.join(dirpath, file) target_file = os.path.join(target, source_path, file) if not os.path.exists(target_file) and not os.path.islink(target_file): os.symlink(source_file, target_file) import cvxpy as cp

      Creating the symlinks only takes 0.07 seconds, so fingers crossed 🙂

      UPDATE (a few hours later):
      It actually worked. When I just reopened the strategy, the environment was newly initialized. First I tried just importing cvxpy and got the ModuleNotFoundError. Then I ran the strategy including the code above: cvxpy was imported correctly and the strategy ran.

      I'm not sure if that solution works for every module because I don't know if pip might also write something to other directories than site-packages.

      Anyway, I'm happy with this solution.
      Regards

    • E

      Checking of strategies for Q20 takes two weeks
      Strategy help • • EDDIEE

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      @algotime Dear Algotime, all three strategies will participate in the contest. We will update the contest leaderboard once all eligible strategies have finished processing. Thank you for your patience.

    • news-quantiacs

      Trading Bitcoin on Weekends
      News and Feature Releases • • news-quantiacs

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      @sheikh Thank you for the comments.

      The BTC spot we are using are daily data, and open/close/high/low are computed by matching the opening and closing time of the BTC Futures contracts. As we are working with daily resolution, we believe the spot BTC is ok for the current contest. Having the weekend data at disposal, signals can be built by using more information. Moreover, the previous time series were built matching the past spot data with the short futures data.

      This change is not disruptive, as old algorithms developed on the BTC Futures will still run on the BTC Futures. You pointed in another thread the change in the leaderboard: many thanks, please allow us to check and fix it.

      Most of the quants requested this change, so we went for it. Maybe in the future we will allow for both options, but please note that the BTC Futures have a short history, so they will have anyhow to be patched with spot data. Thanks for the suggestion.

    • A

      Issue with Data
      Support • • alphastar

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      @alphastar Sorry for the very late answer, the issue has been fixed in the meantime....

    • Q

      How to getting start in Quantiacs
      Support • • qida1995

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      Hello! Thanks for the link. Of course, this translation gives a better understanding than through Google translator.
      Thank you very much​​​​​​​!

    • illustrious.felice

      How to use complex indicator in fundamental data
      Support • • illustrious.felice

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      339
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      illustrious.felice

      @support Ohh, I understand. Thank you for your support.

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