@penrose-moore Thank you for the idea. For the Bitcoin Futures contest we are indeed patching the Bitcoin Futures data with the BTC spot price to build a meaningful time series. For the other Futures contracts, for the moment we will keep the futures histories only, but add spot prices + patching with spot prices to increase the length of the time series to our to-do list.

@vyacheslav_b Apologies for the late response. Thanks for the assistance, all is now well. Cheers

@captain-nidoran Fixed, sorry for issue

@support ok, thank you!

@magenta-kabuto The weights generated are simply the daily allocations to the various assets.

@support
Cool, thanks very much! 👍

@eddiee Hi, Mr. Eddie.

I am new to building strategies using ML/DL on Quantiacs and am very impressed with the OS performance of your ML strategies. I hope you can give me your contact (mail, limkedin,...) so I can learn from your experience in building an ML/DL strategy.

Sincerely thank.

@theflyingdutchman Hello, before the end of the week the update will be ready, sorry for the delay

@anshul96go Sorry for the late answer, we missed it somehow. Yes, all submissions sent before deadline will be processed and accepted.

It's safe to ignore these notices but if they bother you, you can set the variables together with your API key using the defaults and the messages go away:

import os os.environ['API_KEY'] = 'YOUR-API-KEY' os.environ['DATA_BASE_URL'] = 'https://data-api.quantiacs.io/' os.environ['CACHE_RETENTION'] = '7' os.environ['CACHE_DIR'] = 'data-cache'

Thanks !

Hi @support, everything is all right now. Thank you!

@support Ok, I see, thanks

@support
Thanks !

@support thanks, yes....

@joshua408 We allow development on our cloud or local development on user's machines. No need to open any port.

@eddiee Dear Eddiee, yes, the rules and the universe are the same. We will need some more time to extend the universe and the data set, so we decided to run a new contest with the same rules.

Please note that according to the rules at https://quantiacs.com/contest/19

A Trading System will be deemed to be a “unique“ Trading System if it was not submitted by the same user to a previous Contest and it was not published by the Sponsor itself and it was not submitted by another user to a previous Contest or to the current Contest. The Sponsor will run on submissions a correlation filter and will have to right to disqualify submissions which are not deemed to be unique.

So re-submitting the same system will result into a system which is not eligible for a prize.

@magenta-grimer

Hello.

Remove .isel(time=-1).

ma_slow = close.rolling(time=parameter1).mean() #.isel(time=-1) ma_fast = close.rolling(time=parameter2).mean()#.isel(time=-1)

It selects the last day, you need an entire series.

Regards.

@magenta-grimer

Hello.

I confirm this bug.
It is fixed now.
If you clone this template again, it will work ok.

Thank you very much for your report.

@antinomy wow, thank you so much, this is awesome!