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-21.64Net Profit
-1.01Sharpe Ratio
-0.293Alpha
4.245Beta
-20.564CAR
42.9Drawdown
29Loss Rate
1Security Types
-17.264425306892Sortino Ratio
268Tradeable Dates
15Trades
-0.049Treynor Ratio
71Win Rate
2.215Net Profit
0.22Sharpe Ratio
-0.005Alpha
1.768Beta
2.09CAR
15.5Drawdown
23Loss Rate
1Security Types
0.11729491777661Sortino Ratio
268Tradeable Dates
45Trades
0.017Treynor Ratio
77Win Rate
20.182Net Profit
1.353Sharpe Ratio
-0.01Alpha
9.641Beta
18.953CAR
6.3Drawdown
15Loss Rate
1Security Types
0.54751375691844Sortino Ratio
268Tradeable Dates
41Trades
0.019Treynor Ratio
85Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1290Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
83.548Net Profit
1.4Sharpe Ratio
0.003Alpha
15.893Beta
35.48CAR
11.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
730Tradeable Dates
2Trades
0.014Treynor Ratio
0Win Rate
Alix started the discussion Pulling a value from an indicator (MOMP)
Hi guys,
Alix started the discussion Preprocessor Directives
Is there something I am missing about preprocessor directives? I try it and I get an error message:
Alix started the discussion Generic AddNewFee (not attached to a security)
Hi there,
Alix left a comment in the discussion Pulling a value from an indicator (MOMP)
Thanks Michael :-)
-21.64Net Profit
-1.01Sharpe Ratio
-0.293Alpha
4.245Beta
-20.564CAR
42.9Drawdown
29Loss Rate
1Security Types
-17.264425306892Sortino Ratio
268Tradeable Dates
15Trades
-0.049Treynor Ratio
71Win Rate
2.215Net Profit
0.22Sharpe Ratio
-0.005Alpha
1.768Beta
2.09CAR
15.5Drawdown
23Loss Rate
1Security Types
0.11729491777661Sortino Ratio
268Tradeable Dates
45Trades
0.017Treynor Ratio
77Win Rate
20.182Net Profit
1.353Sharpe Ratio
-0.01Alpha
9.641Beta
18.953CAR
6.3Drawdown
15Loss Rate
1Security Types
0.54751375691844Sortino Ratio
268Tradeable Dates
41Trades
0.019Treynor Ratio
85Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1290Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
83.548Net Profit
1.4Sharpe Ratio
0.003Alpha
15.893Beta
35.48CAR
11.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
730Tradeable Dates
2Trades
0.014Treynor Ratio
0Win Rate
Alix started the discussion Pulling a value from an indicator (MOMP)
Hi guys,
Alix started the discussion Preprocessor Directives
Is there something I am missing about preprocessor directives? I try it and I get an error message:
Alix started the discussion Generic AddNewFee (not attached to a security)
Hi there,
Alix left a comment in the discussion Generic AddNewFee (not attached to a security)
By the way, the above code is not exactly working the way I want it to, its just to show what I am...
Alix left a comment in the discussion Pulling a value from an indicator (MOMP)
Thanks Michael :-)
Alix left a comment in the discussion Bug Reports
As well, referring again to the MOMP charts, it is a bit confusing because the y-axis is plotting...
Alix left a comment in the discussion Bug Reports
Just want to let you know about an issue I am having:
Alix left a comment in the discussion Error running LEAN (python module)
Finally, it seems that the Project for the VisualStudioPlugin cannot be loaded because the project...
Alix left a comment in the discussion Error running LEAN (python module)
And so, finally I have STATISTICS OUTPUT running the ...
Alix left a comment in the discussion Generic AddNewFee (not attached to a security)
By the way, the above code is not exactly working the way I want it to, its just to show what I am...
6 years ago