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0Parameters
1Security Types
0Sortino Ratio
635Tradeable Dates
253.162Net Profit
95.835PSR
91.875Sharpe Ratio
115.617Alpha
9.828Beta
15709.764CAR
34.8Drawdown
0Loss Rate
0Parameters
0Security Types
209.289Sortino Ratio
77Tradeable Dates
3Trades
12.331Treynor Ratio
160.21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
149.942Net Profit
64.335PSR
4.454Sharpe Ratio
4.29Alpha
10.8Beta
149.942CAR
82.4Drawdown
-7.3Loss Rate
8Parameters
0Security Types
1.019Sortino Ratio
310Tradeable Dates
15Trades
0.647Treynor Ratio
80.25Win Rate
149.942Net Profit
64.335PSR
4.454Sharpe Ratio
4.29Alpha
10.8Beta
149.942CAR
82.4Drawdown
-7.3Loss Rate
8Parameters
0Security Types
1.019Sortino Ratio
310Tradeable Dates
15Trades
0.647Treynor Ratio
80.25Win Rate
Austin started the discussion How to initialize Futures using History in the Initialize method?
I'm working on a code template for buy-and-holding a futures contract, and since it's a template I...
Austin started the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over
Hey,
Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over
I'm just now realizing that QC won't let me share a backtest that contains a runtime error... To...
Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?
Okay, thanks for your response Derek Melchin! Appreciated.
0Parameters
1Security Types
0Sortino Ratio
635Tradeable Dates
253.162Net Profit
95.835PSR
91.875Sharpe Ratio
115.617Alpha
9.828Beta
15709.764CAR
34.8Drawdown
0Loss Rate
0Parameters
0Security Types
209.289Sortino Ratio
77Tradeable Dates
3Trades
12.331Treynor Ratio
160.21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
149.942Net Profit
64.335PSR
4.454Sharpe Ratio
4.29Alpha
10.8Beta
149.942CAR
82.4Drawdown
-7.3Loss Rate
8Parameters
0Security Types
1.019Sortino Ratio
310Tradeable Dates
15Trades
0.647Treynor Ratio
80.25Win Rate
149.942Net Profit
64.335PSR
4.454Sharpe Ratio
4.29Alpha
10.8Beta
149.942CAR
82.4Drawdown
-7.3Loss Rate
8Parameters
0Security Types
1.019Sortino Ratio
310Tradeable Dates
15Trades
0.647Treynor Ratio
80.25Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
310Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Austin started the discussion How to initialize Futures using History in the Initialize method?
I'm working on a code template for buy-and-holding a futures contract, and since it's a template I...
Austin started the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over
Hey,
Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over
I've solved my issue with .. a solution that feels a bit bodgey. I'm not even sure what the name...
Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over
I'm just now realizing that QC won't let me share a backtest that contains a runtime error... To...
Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?
Okay, thanks for your response Derek Melchin! Appreciated.
Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?
Just tried using the FuturesChain constuctor, unsucessfully.. Perhaps I'm using the wrong type of...
Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?
For what its worth, I've gotten buy-and-hold futures with rollover to mostly work by putting an...
Austin left a comment in the discussion How to initialize Futures using History in the Initialize method?
Derek Melchin thanks for the help! Sorry about the late reply, didn't have time to work these past...
Austin started the discussion How? - Python Autocomplete for local Skylight development in VS Code
I'm transitioning to QuantConnect after Quantopian's closing, and would be able to learn the...
Austin started the discussion Python Dev Productivity Tip: get autocompletion (Intellisense) to "always" work by using Annotations
I've been looking for ways to set up my QuantConnect Python environment so that coding is as fast...
Austin started the discussion Lean Optimizer - code examples/api docs?
I've seen a couple forum comments mention this pull request as a new feature for LEAN/QuantConnect,...
Austin started the discussion New Optimizer Feature Discussion Thread
Hey, figured I'd start a thread for the community to discuss the new optimizer feature. If nothing...
Austin left a comment in the discussion Using a TradeBar Consolidator for multiple Futures contracts as they roll over
I've solved my issue with .. a solution that feels a bit bodgey. I'm not even sure what the name...
3 years ago