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
Re: Error Q20 output missing when submitting
Hi I encountered a similar issue and found this post. In my case I get Missed call to write_output when submitting the strategy, however not when I backtest the strategy locally (I used fewer assets locally due to time constraint, while backtesting locally). My strategy number is: # 16526387. would be kind if you can have a look
@support Hello, first of all. I
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
@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
Hi @vyacheslav_b,
thx for the solution.
Are you aware of a way to access previous positions taken, when using single pass, as the qnbt backtester leads to a runtime error?
Regards