Should questions about the Lean code in github be discussed here or on the lean-engine google group or maybe somewhere else?
QUANTCONNECT COMMUNITY
Should questions about the Lean code in github be discussed here or on the lean-engine google group or maybe somewhere else?
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Jared Broad
Hey Wink, Github is the right place to create issues and report bugs; but if you have questions about the use / application of LEAN code you can ask them here with the discussion tagged "lean".
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Wink Saville
It's a simple question, so I'll just ask it here. In the Common/Statistics/TradeStatistics.cs constructor:
public TradeStatistics(IEnumerable<Trade> trades) { ... foreach (var trade in trades) { ... if (trade.ProfitLoss > 0) { // winning trade } else { // losing trade } ... } ... }
Why is a trade.ProfitLoss == 0 considered a losing trade? To my mind it would be winning trade or maybe it sould be handled specially.
Alexandre Catarino
Some people can argue that, if we put money at risk in a trade, no profit would be a losing trade.
Wink Saville
Is it a formal notion in finance that no profit is a losing trade?
Wink Saville
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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