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    Posts made by anthony_m

    • local development errors

      I moved from online development to offline development and installed the toolbox, but when I run my code I get:

      KeyError: cannot represent labeled-based slice indexer for coordinate "time" with a slice over integer position

      All what I am doing is loading data....any hint on this?

      posted in General Discussion
      A
      anthony_m
    • RE: BTC and Crypto contest

      @support Ok, I see, thanks

      posted in Support
      A
      anthony_m
    • BTC and Crypto contest

      I have some confusion with loading crypto data, I see 3 APIs:

      • qnt.data.cryptodaily.load_data
      • qnt.data.cryptofutures.load_data
      • qnt.data.crypto.load_data

      what is the difference?

      posted in Support
      A
      anthony_m
    • slippage

      Hello Quantiacs, I believe your slippage model is not so good. I see in the official rules:

      "A transaction fee of 4% * ATR (14) is deducted for every change in position size of a position. This simulates the impact of slippage and commissions. When calculating slippage and commissions, the sponsor reserves the right to use individual ATR (14) indicators for each type of financial instrument, but not more than 10% * ATR (14). ATR is the Average True Range over the last 14 days."

      However, you are not taking traded volume into account. The larger the volume, the smaller the slippage.

      posted in General Discussion
      A
      anthony_m
    • IS Sharpe larger than 1, submission rejected

      I tried to submit a system, Sharpe ratio in sample is clearly larger than 1, but after submission it was rejected and I got a message telling that the Sharpe is not larger than 1, even if I can see that is more than 1, how can it be? It is just a naive copy of your Q16 template....

      posted in Support
      A
      anthony_m
    • Precheck fails with Quick Start template

      Hello, I run the precheck notebook with the Q16 Quick Start template but it bugs...

      posted in Support
      A
      anthony_m
    • RE: Bollinger Bands

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

      posted in Strategy help
      A
      anthony_m
    • Bollinger Bands

      Hi, I would like to code a mean reverting system based on bands similar to Bolliger bands. Do you have an example for coding Bollinger bands?

      posted in Strategy help
      A
      anthony_m
    • RE: Futures contests and BTC??

      @support but how can you back so long in time with the BTC Futures contract?

      posted in Support
      A
      anthony_m
    • Futures contests and BTC??

      Hi guys, interesting idea adding a BTC Futures contest, but what is the connection with the Futures one? Anthony

      posted in Support
      A
      anthony_m
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