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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.678Net Profit
-1.484Sharpe Ratio
-0.134Alpha
0.37Beta
-10.318CAR
3.7Drawdown
56Loss Rate
1Security Types
-0.14794412641767Sortino Ratio
0Tradeable Dates
98Trades
-0.232Treynor Ratio
44Win Rate
Chris started the discussion Renko chart with ATR calculation
Hi, Is it possible to develop a strategy using Renko bars with ATR calculation?Thanks
Chris started the discussion Extract daily P&L from a backtest
Hi,
Chris left a comment in the discussion Extract daily P&L from a backtest
Thank you Jing.
Chris left a comment in the discussion Williams % R indicator
Thank you Alexandre for all the responses you made on my various post. Much appreciated ;-)
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-2.678Net Profit
-1.484Sharpe Ratio
-0.134Alpha
0.37Beta
-10.318CAR
3.7Drawdown
56Loss Rate
1Security Types
-0.14794412641767Sortino Ratio
0Tradeable Dates
98Trades
-0.232Treynor Ratio
44Win Rate
Chris started the discussion Renko chart with ATR calculation
Hi, Is it possible to develop a strategy using Renko bars with ATR calculation?Thanks
Chris started the discussion Extract daily P&L from a backtest
Hi,
Chris left a comment in the discussion Download Equity Curve
Maybe this can help:
Chris left a comment in the discussion Extract daily P&L from a backtest
Thank you Jing.
Chris left a comment in the discussion Williams % R indicator
Thank you Alexandre for all the responses you made on my various post. Much appreciated ;-)
Chris started the discussion Issue with the Dual Thrust Trading Algorithm
Hi,When I try to run the backtest I get an error on this line:
Chris started the discussion ATR indicator (python)
Hi,
Chris started the discussion Close history
Hi everyone,
Chris started the discussion Williams % R indicator
Hi,
Chris started the discussion VWAP Algo (Best-Efforts)
Is there a way to implement the VWAP Algo (Best-Efforts) when live trading with IB ?
Chris left a comment in the discussion Williams % R indicator
Thank you Alexandre, but in order to make it work correctly I also had to change:
Chris left a comment in the discussion Close history
Thank you Jared.
Chris left a comment in the discussion ATR indicator (python)
Thank you very much Jingw.
Chris started the discussion Simple code to translate from NinjaTrader
Hi everyone,
Chris left a comment in the discussion Download Equity Curve
Maybe this can help:
6 years ago