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1461.773Net Profit
84.915PSR
2.066Sharpe Ratio
0.741Alpha
0.401Beta
124.196CAR
34.6Drawdown
-0.5Loss Rate
10Parameters
1Security Types
3.434Sortino Ratio
1243Tradeable Dates
10480Trades
2.358Treynor Ratio
0.32Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
0Sortino Ratio
136Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-5.033Net Profit
21.041PSR
-1.323Sharpe Ratio
0.059Alpha
-0.486Beta
-51.82CAR
13.8Drawdown
35Loss Rate
0Parameters
1Security Types
0.1101Sortino Ratio
22Tradeable Dates
66Trades
0.975Treynor Ratio
65Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
369Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
1602Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Apollos left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
if i knew how to convert this to python i would mess with it. i think it could be interesting to...
Apollos left a comment in the discussion Crypto GDAX algo keeps buying more than Self.SetHoldings Asks
I just realized that for some of these cross pairs like ETHBTC. i'm not using USD to purchase them...
Apollos left a comment in the discussion Crypto GDAX algo keeps buying more than Self.SetHoldings Asks
HI VArad,
Apollos left a comment in the discussion What coins can i trade on binance and bitfinex?
Thanks but i have this algorithm already and i can't buy any stable coins to get started on...
1461.773Net Profit
84.915PSR
2.066Sharpe Ratio
0.741Alpha
0.401Beta
124.196CAR
34.6Drawdown
-0.5Loss Rate
10Parameters
1Security Types
3.434Sortino Ratio
1243Tradeable Dates
10480Trades
2.358Treynor Ratio
0.32Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
2Security Types
0Sortino Ratio
136Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-5.033Net Profit
21.041PSR
-1.323Sharpe Ratio
0.059Alpha
-0.486Beta
-51.82CAR
13.8Drawdown
35Loss Rate
0Parameters
1Security Types
0.1101Sortino Ratio
22Tradeable Dates
66Trades
0.975Treynor Ratio
65Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
369Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
1602Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.981Net Profit
9.316PSR
-0.307Sharpe Ratio
-0.02Alpha
0.016Beta
-2.757CAR
6.2Drawdown
58Loss Rate
36Parameters
1Security Types
-0.1253Sortino Ratio
618Tradeable Dates
24Trades
-1.122Treynor Ratio
42Win Rate
2.359Net Profit
61.467PSR
1.727Sharpe Ratio
0.225Alpha
-0.15Beta
29.091CAR
3.5Drawdown
0Loss Rate
29Parameters
1Security Types
0Sortino Ratio
28Tradeable Dates
2Trades
-1.189Treynor Ratio
0Win Rate
-10.661Net Profit
-0.352Sharpe Ratio
-0.094Alpha
3.457Beta
-5.416CAR
24.9Drawdown
50Loss Rate
14Parameters
1Security Types
-0.058Sortino Ratio
633Tradeable Dates
1664Trades
-0.011Treynor Ratio
50Win Rate
3.379Net Profit
1.682Sharpe Ratio
0.195Alpha
-6.004Beta
7.827CAR
1.1Drawdown
33Loss Rate
0Parameters
1Security Types
7.3598Sortino Ratio
111Tradeable Dates
51Trades
-0.013Treynor Ratio
67Win Rate
-21.849Net Profit
-1.064Sharpe Ratio
-0.383Alpha
12.732Beta
-21.865CAR
30.7Drawdown
59Loss Rate
0Parameters
1Security Types
-0.1251Sortino Ratio
313Tradeable Dates
108Trades
-0.014Treynor Ratio
41Win Rate
67.072Net Profit
1.887Sharpe Ratio
1.298Alpha
-53.662Beta
66.867CAR
12.8Drawdown
38Loss Rate
17Parameters
1Security Types
0.87219690296904Sortino Ratio
314Tradeable Dates
152Trades
-0.008Treynor Ratio
62Win Rate
29.695Net Profit
3.085Sharpe Ratio
3.353Alpha
-144.037Beta
267.335CAR
14.9Drawdown
39Loss Rate
23Parameters
1Security Types
0.35823806596473Sortino Ratio
63Tradeable Dates
152Trades
-0.008Treynor Ratio
61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Security Types
0Sortino Ratio
135Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-4.675Net Profit
-1.176Sharpe Ratio
-0.034Alpha
-0.023Beta
-4.871CAR
4.8Drawdown
100Loss Rate
3Security Types
-0.098291071752906Sortino Ratio
349Tradeable Dates
5464Trades
1.496Treynor Ratio
0Win Rate
-22.472Net Profit
-0.705Sharpe Ratio
0.038Alpha
-8.168Beta
-11.908CAR
27.4Drawdown
50Loss Rate
1Security Types
-0.063256481781261Sortino Ratio
627Tradeable Dates
90Trades
0.011Treynor Ratio
50Win Rate
39.652Net Profit
0.651Sharpe Ratio
0.196Alpha
-9.694Beta
4.92CAR
7.4Drawdown
48Loss Rate
1Security Types
0.14704833841091Sortino Ratio
2174Tradeable Dates
158Trades
-0.004Treynor Ratio
52Win Rate
-5.823Net Profit
-0.631Sharpe Ratio
-0.135Alpha
5.334Beta
-6.313CAR
13.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
287Tradeable Dates
1Trades
-0.009Treynor Ratio
0Win Rate
-22.283Net Profit
-0.889Sharpe Ratio
-0.483Alpha
3.184Beta
-62.821CAR
42.6Drawdown
63Loss Rate
1Security Types
-0.13438491881088Sortino Ratio
80Tradeable Dates
291Trades
-0.181Treynor Ratio
37Win Rate
-10.841Net Profit
-0.904Sharpe Ratio
-0.207Alpha
-0.731Beta
-20.268CAR
12.9Drawdown
71Loss Rate
1Security Types
-0.62113573820176Sortino Ratio
159Tradeable Dates
83Trades
0.225Treynor Ratio
29Win Rate
-1.268Net Profit
0.169Sharpe Ratio
0.036Alpha
1.231Beta
-0.462CAR
39.5Drawdown
68Loss Rate
1Security Types
-0.0066831871847558Sortino Ratio
861Tradeable Dates
202Trades
0.05Treynor Ratio
32Win Rate
-0.314Net Profit
-0.272Sharpe Ratio
-0.001Alpha
0.017Beta
-0.114CAR
0.8Drawdown
68Loss Rate
1Security Types
-0.1623774922977Sortino Ratio
861Tradeable Dates
202Trades
-0.052Treynor Ratio
32Win Rate
-90.826Net Profit
-0.927Sharpe Ratio
-0.576Alpha
2.366Beta
-58.008CAR
93.3Drawdown
59Loss Rate
1Security Types
-0.14844841221621Sortino Ratio
861Tradeable Dates
491Trades
-0.223Treynor Ratio
41Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
26Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
7.186Net Profit
0.542Sharpe Ratio
-0.14Alpha
12.543Beta
7.145CAR
8.7Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
314Tradeable Dates
4Trades
0.005Treynor Ratio
0Win Rate
Apollos left a comment in the discussion Where's the love for Forex and Options?
hey henry apaw i use tastytrade
Apollos left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
if i knew how to convert this to python i would mess with it. i think it could be interesting to...
Apollos left a comment in the discussion Crypto GDAX algo keeps buying more than Self.SetHoldings Asks
I just realized that for some of these cross pairs like ETHBTC. i'm not using USD to purchase them...
Apollos left a comment in the discussion Crypto GDAX algo keeps buying more than Self.SetHoldings Asks
HI VArad,
Apollos left a comment in the discussion What coins can i trade on binance and bitfinex?
Thanks but i have this algorithm already and i can't buy any stable coins to get started on...
Apollos left a comment in the discussion Delta-hedged straddle
this algo doesn't seem to work anymore. i've given it a shot .
Apollos started the discussion Index out of range or too big
Hello can anyone help me figure out why line 107 is causing this error? the list has over...
Apollos started the discussion Looking for a partner with python background to work with
Hello Everyone,
Apollos started the discussion What is the benchmark sharpe ratio for Forex Market
In the equities market you can buy and hold the SPY or another index and expect to receive atleast...
Apollos started the discussion Invested flag isn't working
Hi Does anyone know why my holdings flag is always False? Or atleast its never true when the...
Apollos started the discussion Converting Adaptive Volatility Equity to a Forex Strategy
HI I found this on the forums from a couple years ago and the post was closed. Thanks to the m8 who...
Apollos started the discussion 'GBPUSD' wasn't found in the Slice object, Can't use data.ContainsKey
KeyNotFoundException : 'GBPUSD' wasn't found in the Slice object, likely because there was no-data...
Apollos started the discussion Trading 2 pairs at once
Hi i would like to check if i'm invested in either of 2 pairs. If i am not invested in one of...
Apollos started the discussion Trouble loading history for 2 pairs at once in forex python
does anyone know whats going on with this??? i've been working all day T_T
Apollos started the discussion Algorithm won't start trading until april 2018
hi can anyoen review my backtest and tell me why my algo doesn't start trading until april 2018?
Apollos started the discussion Expected 2D Array, got scalar array
Attempting this tutorial.
Apollos started the discussion SMA and EMA of NASDAQ and S&P
Hi Can someone help me make an SMA and EMA of the nasdaq and S&P mini? i'm at a brick wall...
Apollos started the discussion Not finding any contracts to trade
hi does anyone know what i'm doing wrong?
Apollos started the discussion PSAR-Bollinger Band Forex Code from backtest isn't getting the same Overall Stats after rerunning.
HI Team, I'm running the code from Ugly Fluorescent yellow HIppo and i'm not getting the same...
Apollos started the discussion Broken Pearson Correlation Pairs Trading Alpha model on github
This template algo is broken and unfortunately i'm only 6 months into my coding "career" and unable...
Apollos started the discussion Introducing Negative Correlation Pairs Trading in Forex
Hello my fellow traders and coders! I have an algo to present that i have been working on.
Apollos started the discussion 'BasicTemplateFuturesAlgorithm' object has no attribute 'rbsma'
Apollos started the discussion Multiple On Market Open Orders submitted at 16:00??
The algorithm keeps submitting multiple orders On Market Open. Is this a bug?
Apollos started the discussion Algorithm claiming number is false when it is true.
HI Everyone,
Apollos started the discussion Mean Reversion using MACD signal StopLimit not working
hello everyone, can someone please look at my trades and help me figure out why my stop limits get...
Apollos started the discussion Help with my mean reversion forex algo sell signals
Can someone help me with my liquidate order signal..specifically my highvector lowvector values....
Apollos left a comment in the discussion Where's the love for Forex and Options?
hey henry apaw i use tastytrade
3 years ago