Navigation

    Quantiacs Community

    • Register
    • Login
    • Search
    • Categories
    • News
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    1. Home
    2. magenta.kabuto
    M
    • Profile
    • Following 0
    • Followers 0
    • Topics 3
    • Posts 22
    • Best 3
    • Groups 0
    • Blog

    magenta.kabuto

    @magenta.kabuto

    3
    Reputation
    13
    Profile views
    22
    Posts
    0
    Followers
    0
    Following
    Joined Last Online
    Location Germany Age 26

    magenta.kabuto Follow

    Best posts made by magenta.kabuto

    • Backtesting

      Bildschirmfoto 2023-03-26 um 15.39.29.png

      Hello,
      I have a question regarding my strategy. I defined a trading strategy and in [10] for each Asset listed in the Nasdaq, applied that strategy for the close values for a given time period.
      The signals of each asset are saved in a pandas dataframe with datetime index, which are the saved in a dictionary.
      Now it is not clear to me, from the examples given on the page, how to pass this into the qnt backtest.
      I will be thankful, if anyone can help me out on this. Thx

      posted in Strategy help
      M
      magenta.kabuto
    • Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @support Hello, first of all. IBildschirmfoto 2023-03-31 um 13.30.01.png As you can see in the picture I have a good sharpe Ratio but when submitted ,the strategy got rejected because the sharpe ratio is too low. If I assume there is no bug in your multipass backtest, the issue should be the statelessness of your backtester. I tried to correct the code and to my understanding it should be fine but I dont know, and if I only rely on getting the news after submission, I will miss the deadline. Could you therefore pls have a look at the notebook too and if it does not take too much time correct anything if possible. Thank you. Regards

      posted in Support
      M
      magenta.kabuto
    • RE: Cant load data locally

      @magenta-kabuto thx a lot bro for your support and pointing out the mistakes👍 🙂
      I will try the revised code now.
      Good luck for the competition 👍

      posted in Support
      M
      magenta.kabuto

    Latest posts made by magenta.kabuto

    • RE: Cant load data locally

      @magenta-kabuto thx a lot bro for your support and pointing out the mistakes👍 🙂
      I will try the revised code now.
      Good luck for the competition 👍

      posted in Support
      M
      magenta.kabuto
    • Cant load data locally

      Hello Quantiacs community,
      after a break due to work I came back yesterday to the platform and am trying to load data locally but for some reason I get the following error: KeyError: "cannot represent labeled-based slice indexer for coordinate 'time' with a slice over integer positions; the index is unsorted or non-unique" (Previously I could load the data with the same formula I used : def load_data(period):
      return qndata.stocks.load_ndx_data(min_date = "2002-01-01", dims = ('time', 'field', 'asset'),forward_order=True,tail = 36518)
      data= load_data(365
      10)).
      This formula works online however, does anyone know why? Thx a lot
      Regards

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @vyacheslav_b Hello again, thank you very much. Yes you are right.
      Regards
      Furqan

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @magenta-kabuto something like this, if this puts a bit lightBildschirmfoto 2023-03-31 um 21.09.30.png

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @vyacheslav_b hey thx for your reply. Yes the strategy Sharpe ratio differs from the multipass backtest.
      But Quantiacs says that multiple pass Backtesting avoids looking into the future, so I am confused.
      The algorithm identifies certain patterns and only if those occur over a period of time, does it generate signals.
      So it does not calculate weights to trade everyday

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @magenta-kabuto 50 passes..... Bildschirmfoto 2023-03-31 um 19.04.43.png

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @magenta-kabuto Sry to post again. Now I changed to 20 passes and suddenly the sharpe ratio went up and this is the strategy that got rejected. I am totally confused!Bildschirmfoto 2023-03-31 um 17.50.37.png

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @magenta-kabuto Unfortunately, even the strategy that got rejected due to a negative sharpe ratio, has the same ones as in the screenshot for 3 passes 😕

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @magenta-kabuto 😑 Bildschirmfoto 2023-03-31 um 15.50.56.png

      posted in Support
      M
      magenta.kabuto
    • RE: Different Sharpe Ratios for Multipass-Backtest and Quantiacs Mulipass Backtest

      @kvanvanvant_test_python hey, thx a lot, will precheck it now. Doesnt multi-pass Backtest avoid looking into the future? Anyways, should be clear after precheck.
      Regards

      posted in Support
      M
      magenta.kabuto
    • Documentation
    • About
    • Career
    • My account
    • Privacy policy
    • Terms and Conditions
    • Cookies policy
    Home
    Copyright © 2014 - 2021 Quantiacs LLC.
    Powered by NodeBB | Contributors