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32Parameters
0Security Types
105Tradeable Dates
10Parameters
0Security Types
2Tradeable Dates
Bo started the discussion Momentum Algorithm
Hello,
Bo started the discussion Futures Market Limit Order
def enterMarketOrderPosition(self, symbol, position, posSize, tp, sl): """Enter a position...
Bo started the discussion Same algorithm different results during back testing
I'm running a futures algorithm with Renko Consolidator and keep running into an issue where the...
Bo left a comment in the discussion Renko Consolidator - unpredictable behavior
Why is the bar sized fixed in RenkoConslidator? What was the thought process behind this?
32Parameters
0Security Types
105Tradeable Dates
10Parameters
0Security Types
2Tradeable Dates
Bo started the discussion Momentum Algorithm
Hello,
Bo started the discussion Futures Market Limit Order
def enterMarketOrderPosition(self, symbol, position, posSize, tp, sl): """Enter a position...
Bo started the discussion Same algorithm different results during back testing
I'm running a futures algorithm with Renko Consolidator and keep running into an issue where the...
Bo left a comment in the discussion Renko Consolidator - unpredictable behavior
No, my understanding is Renko Bars do not have to be fixed. They can take a moving average, for...
Bo left a comment in the discussion Renko Consolidator - unpredictable behavior
Why is the bar sized fixed in RenkoConslidator? What was the thought process behind this?
Bo left a comment in the discussion Same algorithm different results during back testing
I'vee opened up a support ticket since it seems a few bugs in the framework. However, before we...
Bo left a comment in the discussion Universe Selection with Minute rebalancing using Daily Indicators
Why would I get this same error on when Live, but not when back testing?
Bo left a comment in the discussion Futures Market Limit Order
Can you share the github link to the PR? Is the fix live now or going out in next release?
Bo left a comment in the discussion Futures Market Limit Order
You can see the warning in the console in the attached backtest.
Bo left a comment in the discussion Renko Consolidator - unpredictable behavior
No, my understanding is Renko Bars do not have to be fixed. They can take a moving average, for...
4 years ago