@rezhak21 Rules are defined at: https://quantiacs.com/contest and more details for the current contests (submission time till end of May) can be found at: https://quantiacs.com/contest/15

For Futures the in sample period starts on January 1st 2006, for the BTC Futures on January 1st, 2014

@support Thanks for ur help

@cross_platform-zebra Hi, there is no other limitation regarding local development. It is already configured to be exactly the same datasets for Nasdaq100 stocks, and returns the same statistics for trading system running locally or online.

@support Thank you!

@support Got it, thanks a lot!

@captain-nidoran Fixed, sorry for issue

@support
Thanks.
You guys are the best!🏆

@magenta-grimer There are 2 things you might want to change:

1: the lookback_period is 365 but you want a 400-day SMA. This will only produce NaNs, so the boolean array sma20 < sma20_crypto will be False everywhere resulting in -1 weights. 2*365 as lookback does the trick for these settings.

2: Bitcoin is trading 24/7, futures aren't. Better use crypto.time.values instead of futures.time.values for the output of load_data.

There might be something else that I didn't catch but the resulting sharpe is at least close to what would be expected (1.109 with 5 and 385)

Thanks !

@captain-nidoran hi, all your strategies which will take part to the contest should be under the "In Contest" tab in the "Competition" section.

The migration "Candidates" -> "In Contest" was not immediate as we released minor improvements to the front-end side once the submission phase was over.

@nosaai Hello

Spyder should be run under conda environment

conda activate qntdev conda install spyder spyder

an alternative way is to clone the library from https://github.com/quantiacs/toolbox
and develop strategies inside qnt. But I recommend using the approach from the documentation.

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

@pink-seel Super that you found it, please do not hesitate to ask for support!

@support understood thnx

@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!