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Public Backtests (1)
View More-1.492Net Profit
-1.801Sharpe Ratio
-0.077Alpha
-0.273Beta
-20.439CAR
3.4Drawdown
50Loss Rate
1Security Types
-1.8514032389132Sortino Ratio
17Tradeable Dates
9Trades
0.645Treynor Ratio
50Win Rate
Community
View MoreArvydas left a comment in the discussion Getting historical closing price
I have attached my modified code which is applied to my strategy. My strategy is this:
Arvydas left a comment in the discussion Getting historical closing price
JayJayD,
Arvydas left a comment in the discussion Getting historical closing price
Thanks JayJayD for the heads up.
Arvydas left a comment in the discussion Getting historical closing price
I am also new to algo trading. I dont know if it is appropriate to ask on someone elses thread so I...
-1.492Net Profit
-1.801Sharpe Ratio
-0.077Alpha
-0.273Beta
-20.439CAR
3.4Drawdown
50Loss Rate
1Security Types
-1.8514032389132Sortino Ratio
17Tradeable Dates
9Trades
0.645Treynor Ratio
50Win Rate
Arvydas left a comment in the discussion Getting historical closing price
Thank you JayJayD and Alexandre Catarino for your helpful input!
Arvydas left a comment in the discussion Getting historical closing price
I have attached my modified code which is applied to my strategy. My strategy is this:
Arvydas left a comment in the discussion Getting historical closing price
JayJayD,
Arvydas left a comment in the discussion Getting historical closing price
Thanks JayJayD for the heads up.
Arvydas left a comment in the discussion Getting historical closing price
I am also new to algo trading. I dont know if it is appropriate to ask on someone elses thread so I...
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Arvydas left a comment in the discussion Getting historical closing price
Thank you JayJayD and Alexandre Catarino for your helpful input!
7 years ago