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-110.481Net Profit
0.238PSR
-0.412Sharpe Ratio
-0.992Alpha
0.989Beta
0CAR
109.9Drawdown
-0.32Loss Rate
0Parameters
0Security Types
0.169Sortino Ratio
313Tradeable Dates
5Trades
-1.006Treynor Ratio
1.52Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
0Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
AegeanFutures started the discussion Backtesting Data Issue?
class EmaCrossFuturesFrontMonthAlgorithm(QCAlgorithm): def Initialize(self): ...
AegeanFutures started the discussion Triple Screen Project Issues
Hello, I have written some code that isn't placing trades and I could use some assistance. What I...
AegeanFutures started the discussion Debugging Help For Futures Day Trading Project
Hello, I am a fairly new programmer and would appreciate some guidance on debugging a project I'm...
AegeanFutures started the discussion N Day Breakout
I wrote a simple algorithm to buy and sell breakout of a 20 day rolling period of highs and lows...
AegeanFutures started the discussion ES Scalping OnOrderEvent OCO Problem
I have written a simple also to trade during rth and scalp extremes using a short period rsi and a...
-110.481Net Profit
0.238PSR
-0.412Sharpe Ratio
-0.992Alpha
0.989Beta
0CAR
109.9Drawdown
-0.32Loss Rate
0Parameters
0Security Types
0.169Sortino Ratio
313Tradeable Dates
5Trades
-1.006Treynor Ratio
1.52Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
0Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
AegeanFutures started the discussion Backtesting Data Issue?
class EmaCrossFuturesFrontMonthAlgorithm(QCAlgorithm): def Initialize(self): ...
AegeanFutures started the discussion Triple Screen Project Issues
Hello, I have written some code that isn't placing trades and I could use some assistance. What I...
AegeanFutures started the discussion Debugging Help For Futures Day Trading Project
Hello, I am a fairly new programmer and would appreciate some guidance on debugging a project I'm...
AegeanFutures started the discussion N Day Breakout
I wrote a simple algorithm to buy and sell breakout of a 20 day rolling period of highs and lows...
AegeanFutures started the discussion ES Scalping OnOrderEvent OCO Problem
I have written a simple also to trade during rth and scalp extremes using a short period rsi and a...
AegeanFutures started the discussion A helpful Example for all futures traders
Hello! I was having some difficulties getting bracketed orders to work for me when entering using a...
AegeanFutures started the discussion Code no longer placing orders/ QC bug
Today I've reran multitudes of code that yesterday were running as expected, however today I am not...
AegeanFutures started the discussion Futures Indicator Rolling Window Not Storing Values
I am getting an error and cannot seem to get this code to add the necessary data to my rolling...
AegeanFutures started the discussion A Template for all Futures Traders to work from/ BollingerBand Strategy
Ive been learning from the community here and would like to put this out there to help anyone else...
AegeanFutures started the discussion Previous Day Breakout w/ Volume Conformation
Hello all! I wrote this simple also trying to backtest breakouts with different variations of...
AegeanFutures started the discussion N Day Breakout Finding Bug in ZN data
Hello all, I wrote an N day breakout strategy to test on some futures markets and am finding a...
AegeanFutures started the discussion Futures Data Bugs Pervasive
I recently made a post regarding a bug in the futures data available here on QC and am running into...
AegeanFutures left a comment in the discussion A helpful Example for all futures traders
.ekz, what I posted was just to show people how to place oco orders when entering with a market...
AegeanFutures left a comment in the discussion Code no longer placing orders/ QC bug
This was resolved and answered through qc support email, please disregard
AegeanFutures left a comment in the discussion A helpful Example for all futures traders
I don't live trade any algo's currently .ekz, I use the platform here to backtest ideas I use for...
AegeanFutures left a comment in the discussion Triple Screen Project Issues
Fred, I've spent some time practicing with python as well as watching the videos available on...
AegeanFutures left a comment in the discussion Triple Screen Project Issues
Fred, Ive tried to put this into a simple Algo to test but am getting an error. Also can you advice...
AegeanFutures started the discussion Help Adding Data For Micro WTI Futures Contract
Hello! I am interested in testing a bot to trade on micro futures contracts such as the MCL, MES,...
AegeanFutures left a comment in the discussion Previous Day Breakout w/ Volume Conformation
Vladimir, thank you for getting back to me so quickly and all of the help I've gotten from you in...
2 years ago