@magenta-grimer Hello, you can have at most 50 running submissions in your user area. You can stop any of them any moment and replace it with another one.

Before the end of the Q17 submission phase, you should select at most 15 of them. These will take part to the live contest.

@support, thank you for the clarifications. Regards.

Hi @support,
Thanks for getting back. No worries, I was able to get 6 strategies into the Q16 competition so far.
qnt3.PNG

Hello.

I checked this problem. The script which cut "###DEBUG###" cells was incorrect. I fixed this and resent your strategies (filtered by time out) to checking.

Regards.

@theflyingdutchman Hi, sorry for the delay, yes, all fine, more details by e-mail

@scalpingaf Correct, all trades (buy or sell) are taken at the open of the next day you take the decision.

@antinomy thanks!

@wool-dewgong Hello! We added one template which should address your issue and allow you to perform a rolling fast ML training with retraining. It is available in your user space in the Examples section and you can read it here also in the public docs:

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

@sun-73 Yes, we will, sorry for the issue.

@antinomy Ty

@iron-tentacruel Sorry for the delay in the answer. We recommend conda as we can better track dependencies. With conda you can create locally an environment which mirrors the one on the Quantiacs server and you can work locally as you would on the server. If you need a specific version of a package, please let us know.

@alexeigor Hello. Version 0.0.501 of the qnt library works correctly in Colab. Python version support has been extended from 3.10 to 3.13. The basic functionality of the library should work without issues.

To install, use the following command:

Note: Installing ta-lib in Colab is not working for me at the moment.

@xiaolan That is correct, but the logic can be easily re-used. The only novel element will be the introduction of the liquidity filter at intermediate stages/at the final stage for the selection of the weights.

@antinomy
Thanks for your advice !

@support no worries, I've been able to recover the strategy thank you!

@magenta-grimer Hi, we cannot provide the list of strategies we are still trading and the payouts. However, all the statistics are public, the new ones (since Q15) and the old ones at:
https://legacy.quantiacs.com/Systems.aspx

@support Thanks for your respond. Now I understand the cause and fixed it

@sheikh It is fine, please just submit, check the result and let us know if you see any issue. It should work fine.

@eddiee

This code works for me. I can give you ideas on what to try.

Update the qnt library or reinstall.

If it doesn't help, clone the repository

https://github.com/quantiacs/toolbox

git clone https://github.com/quantiacs/toolbox.git

run
qnt/examples/005-01-optimizer.py
and other examples.

You may need to specify API_KEY

You might be able to see exactly where the error occurs in the code.
And you can modify the library code by adding logging for optimize_strategy

@illustrious-felice Hello. please look at this post
https://quantiacs.com/community/topic/515/what-is-forward-looking-and-why-it-s-effective-badly-to-strategy/6?_=1711712434795