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Need help on back testing 25 most popular quantopian algorithm

Dear All,

I am new to Quantopian and need some help.
Back tested almost all the most popular algos from Quantopian. Link: http://blog.quantopian.com/5-basic-quant-strategies-implemented-by-the-quantopian-community/

The back test criterion is: From 2014-02-25 to 2015-05-31 with $100,000 initial capital (daily data)

All of them resulted: Backtest Overall return 0.0%, which is unrealistic. It can be either some positive or negative return, but not exact 0% for all of them for all time ranges.

So, I am surely doing something wrong. Appreciate if some one can guide me the steps to do the back testing.

Steps I followed:

  1. Cloned Algorithm
  2. Go to ALGORITHMS link and click on the particular algorithm link
  3. Selected From date, to date, total amount and frequency (daily)
  4. Hit Run Full Backtest button

Thanks a ton
Anindya

5 responses

You should share one of the backtest result here

@Anh Nguyen Please find attached one of the back test result

there are a few problems:
1. you run the backtest in daily mode and close all open orders at end of day. this mean that no order will ever get executed. try running in minute modes
2. the csv file that was loaded only has data in 02/2013 - 01/2014 range. If you run outside this range, no signal will be generated.

You should try to debug the other algos by printing out values and see where things dont meet expectation. I suspect they have similar issues.

@Anh Nguyen Thanks a ton for your help Anh. I am still learning Quantopian and much appreciated.

you are welcome & have fun!