Part 5 - Algorithmic Bot on QuantConnect. Geometric Martingale on Both Long and Short Bias.

1 year ago
31

In this example, backtesting on QuantConnect, 4 months of data are sampled to see if profit targets can be achieved while using a Martingale recovery mechanism to mitigate losses. Interestingly, the same dataset is used for both Long and Short Biases - Massive returns in either direction are achived.

Loading comments...