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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
1Security Types
0Sortino Ratio
19Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
15Parameters
0Security Types
1Tradeable Dates
Angus started the discussion Universe Selection with a Google Docs instead of Dropbox
I want to include a list of symobls from a file in my Universe Selection. There is an example in...
Angus started the discussion Ichimoku for 5 min time buckets
I'm attempting to use Ichimoku to determine sentiment for a trading algorithm: bullish, bearish,...
Angus started the discussion Ichimoku DelayedKijunSenkouA et al
The Ichimoku indicator supports the usual components, less Chikou.
Angus left a comment in the discussion Ichimoku for 5 min time buckets
Thank you so much. That fix has made a significant difference to my algo. It is now doing what...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
17Parameters
1Security Types
0Sortino Ratio
19Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
15Parameters
0Security Types
1Tradeable Dates
Angus started the discussion Universe Selection with a Google Docs instead of Dropbox
I want to include a list of symobls from a file in my Universe Selection. There is an example in...
Angus left a comment in the discussion The Super Trend Indicator(Python)
Sergej Gorev have you compared the results of your implementation against what TradingView is...
Angus started the discussion Ichimoku for 5 min time buckets
I'm attempting to use Ichimoku to determine sentiment for a trading algorithm: bullish, bearish,...
Angus started the discussion Ichimoku DelayedKijunSenkouA et al
The Ichimoku indicator supports the usual components, less Chikou.
Angus left a comment in the discussion Ichimoku for 5 min time buckets
Thank you so much. That fix has made a significant difference to my algo. It is now doing what...
Angus left a comment in the discussion Ichimoku for 5 min time buckets
I'm seeing similar varients in behavior of other indicators when comparing this platform with...
Angus left a comment in the discussion Ichimoku for 5 min time buckets
As promised, here is the revised 5 min Ichimoku test case. This seems to work now, excepct for...
Angus left a comment in the discussion Ichimoku for 5 min time buckets
I think I've fixed my use of the indicators, rollingwindows and timebuckets. Will update later...
Angus left a comment in the discussion The Super Trend Indicator(Python)
Sergej Gorev have you compared the results of your implementation against what TradingView is...
3 years ago