Thank you!

Why don't you have translate possibility on your videos?

A Question: On your Neutral / Range Bound for your shaded green square, it seems that the first example, (Desire price to move to the left ) is for the Bear Call Spread instead of Bull Put spread as said. Is it ?

So happy to have found you. After this video you have gained a new subscriber. After seeing so many videos explaining Credit Spreads , your video and the way you explain it , it deserves many many subscribers. Thank you so much for your efforts putting it together.

Quantconnect no longer woking, it wont allow you to create a project anymore.

The best

HI.. With no trading or computers background, where should I start? Please guide. Thanks.

Amazing videos. Thank you for these videos. Can i kindly understand, if i want to consolidate date into 5mins and have indicators on 5mins bars, do i include the logic within the eventHandler function?

Couldn't manage to get the code working for this one

since a few vids ago, every time I try to post the updated code, the comment gets auto deleted, sad KZbin

btw good ass video! i haven’t found much on the topic but this was concise and to the point

Hey, just checking the pulse.. Is the author alive? Curious is he is rich as hell? 🤔

Unfortunately if you used the time frame between 2022-24 instead of 2019-2021, you would be losing a helluva lot of money with this bot 😂

This thing quantconnect is still working?

2024 code: # region imports from AlgorithmImports import * from datetime import timedelta # endregion class MuscularApricotWhale(QCAlgorithm): def initialize(self): self.set_start_date(2018, 1, 1) self.set_end_date(2021, 1, 1) self.set_cash(100000) self.spy = self.add_equity("SPY", Resolution.DAILY).symbol self.bnd = self.add_equity("BND", Resolution.Daily).symbol length = self.get_parameter("sma_length") length = 30 if length is None else int(length) self.sma = self.SMA(self.spy, length, Resolution.DAILY) self.rebalance_time = datetime.min self.uptrend = True def on_data(self, data): if not self.sma.is_ready or self.spy not in data or self.bnd not in data: return if data[self.spy].price >= self.sma.Current.Value: if self.time >= self.rebalance_time or not self.uptrend: self.set_holdings(self.spy, 0.8) self.set_holdings(self.bnd, 0.2) self.uptrend = True self.rebalance_time = self.time + timedelta(30) elif self.time >= self.rebalance_time or self.uptrend: self.set_holdings(self.spy, 0.2) self.set_holdings(self.bnd, 0.8) self.uptrend = False self.rebalance_time = self.time + timedelta(30) self.plot("Benchmark", "SMA", self.sma.current.value)

This code seems to work in 2024 with the updated QuantConnect's syntax: # region imports from AlgorithmImports import * from datetime import timedelta # endregion class CalmBlackDogfish(QCAlgorithm): def initialize(self): self.set_start_date(2018, 1, 1) self.set_end_date(2021, 1, 1) self.set_cash(100000) self.qqq = self.add_equity("QQQ", Resolution.HOUR).Symbol self.entry_ticket = None self.stop_market_ticket = None self.entry_time = self.time # Corrected self.stop_market_order_fill_time = self.time # Corrected self.highest_price = 0 def on_data(self, data: Slice): if (self.time - self.stop_market_order_fill_time).days < 30: return # price = self.securities[self.qqq].price if not data.bars.contains_key(self.qqq): return price = data.bars[self.qqq].close if not self.portfolio.invested and not self.transactions.get_open_orders(self.qqq): quantity = self.calculate_order_quantity(self.qqq, 0.9) self.entry_ticket = self.limit_order(self.qqq, quantity, price, "Entry Order") self.entry_time = self.time # if (self.time - self.entry_time).days > 1 and self.entry_ticket.status != OrderStatus.FILLED: if self.entry_ticket is not None and (self.time - self.entry_time).days > 1 and self.entry_ticket.status != OrderStatus.FILLED: self.entry_time = self.time update_fields = UpdateOrderFields() update_fields.limit_price = price self.entry_ticket.update(update_fields) if self.stop_market_ticket is not None and self.portfolio.invested: if price > self.highest_price: self.highest_price = price update_fields = UpdateOrderFields() update_fields.stop_price = price * 0.95 self.stop_market_ticket.update(update_fields) def on_order_event(self, order_event): if order_event.status != OrderStatus.FILLED: return if self.entry_ticket is not None and self.entry_ticket.order_id == order_event.order_id: self.stop_market_ticket = self.stop_market_order(self.qqq, -self.entry_ticket.quantity, 0.95 * self.entry_ticket.average_fill_price) if self.stop_market_ticket is not None and self.stop_market_ticket.order_id == order_event.order_id: self.stop_market_order_fill_time = self.time self.highest_price = 0

tttt

I’m a bit confused by 12:55 and 13:02 on volatility.. it sounds a bit contradictory.

Thanks for this! Definitely interested in some basic Python tutorial videos as well.

Just want to know, is this any kind of ad collaboration video of quantconnect?

hey ! nice, but unfortunately the whole syntaxe seems to have changed. So we can't code along

Can you create Python Trading Bot for Pocket Option ?

So are you saying that your examples of Bull Spreads are 2 call options, and Bear Spreads are 2 call options as well? and Iron Condor is really a total of four trades all placed consequently? I was trying to see when you would reference a buy and call of put options. It seems they mirror each other but are inverse, yet I don't know exactly when bear put or a call put is in action based upon the video. This is where my syntax gets to the "which way did he go?" stage

Hall Kevin White Ronald Jones Charles

This is a very clear video and good explanations. I can't understand the appeal of a speculation with a loss potentially of infinity and a capped profit potential.

The narrative is so boring I fell asleep good material just boring presentation

Really best

Excellent information

Why have u made all BWB as credit spread and not Debit spread . I usually do bullish trade with CE and all are Dr spreads. Cud you kindly throw some light on this ❤️

Thanks for the analysis! 🔍 I’ve got a question: 🤨 I have a set of words 🤷‍♂️. (behave today finger ski upon boy assault summer exhaust beauty stereo over). What should I do with this? 🤷‍♂️

I really appreciate your efforts! A bit off-topic, but I wanted to ask: I have a SafePal wallet with USDT, and I have the seed phrase. (air carpet target dish off jeans toilet sweet piano spoil fruit essay). How can I transfer them to Binance?

ioc

Can this work on xauusd?

6:14 momentum strategy

Walk Forward testing is a technique where you backtest with staggered periods of optimised and out of sample data. I think what the OP meant to say is Forward Testing.

This is a very good series for beginners like me. Please let know if you have any paid programmes on ‘Develop algo trading system’. I am eager to learn. 🙏

The value in this course series is absolutely diabolical (in the best possible sense thereof)

sir i need algo code for my strategy, can you please help.please.

sir you are good koi nhi deta free me kuch bhi aap fee me itna kuch kr rhe ho thankyou🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏🙏

Hi man i really love your videos i really hope you see my comment and reply to it i want to get the VIX1D data for a minute resolution but quantconnect CBOE only provides the daily have anything in mind on how to deal with this ?

it is indeed very nice one. Can you do a 'scan for straddle' underlines video? so we can find the best canadidate on the daily basis... thanks in advance

With the downloaded code, if I examine the order, it is not executed once a months, the orders scattered many days of a month, why is that?

hmm, not into python.

8:00 Model Rules

6:00 Transaction Cost

2:40 Alpha Edge (Excess Returns)

I love your accent. Where are you originally from, if you don't mind me asking?

Very well explained