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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3171Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3169Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
627Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
BigCityTrader started the discussion ES FrontMonth() changes often early 2018
I'm using the `FrontMonth()` filter to only get the front-month ES contract in `OnData()`, but it...
BigCityTrader left a comment in the discussion Benchmark Plot in Visual Studio?
Same problem here, I followed these instructions:
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3171Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3169Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
627Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
BigCityTrader started the discussion ES FrontMonth() changes often early 2018
I'm using the `FrontMonth()` filter to only get the front-month ES contract in `OnData()`, but it...
BigCityTrader left a comment in the discussion ES FrontMonth() changes often early 2018
Hi Xin,
BigCityTrader left a comment in the discussion Benchmark Plot in Visual Studio?
Same problem here, I followed these instructions:
BigCityTrader left a comment in the discussion ES FrontMonth() changes often early 2018
Hi Xin,
5 years ago