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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
16Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.62Net Profit
22.46PSR
-1.755Sharpe Ratio
0Alpha
0Beta
-3.614CAR
2.5Drawdown
-14.11Loss Rate
0Parameters
0Security Types
42Tradeable Dates
38Trades
0Treynor Ratio
18.19Win Rate
Chris started the discussion Indicator history not populating in warmup
I'm trying to setup a basket of stocks and use an indicator on each of them. The catch is that I...
Chris started the discussion SPXW Custom Fill
Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...
Chris left a comment in the discussion SPXW Custom Fill
https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts
Chris left a comment in the discussion Automatic Early assignment not realistis
Alun,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
16Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.62Net Profit
22.46PSR
-1.755Sharpe Ratio
0Alpha
0Beta
-3.614CAR
2.5Drawdown
-14.11Loss Rate
0Parameters
0Security Types
42Tradeable Dates
38Trades
0Treynor Ratio
18.19Win Rate
Chris left a comment in the discussion Indicator history not populating in warmup
That has the same result, even though it was warming up two weeks prior, it didn't populate the rsi...
Chris started the discussion Indicator history not populating in warmup
I'm trying to setup a basket of stocks and use an indicator on each of them. The catch is that I...
Chris started the discussion SPXW Custom Fill
Custom fill for SPX options are not being applied in this backtest using ComboMarket or ComboLimit...
Chris left a comment in the discussion SPXW Custom Fill
https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts
Chris left a comment in the discussion Automatic Early assignment not realistis
Alun,
Chris left a comment in the discussion Indicator history not populating in warmup
That has the same result, even though it was warming up two weeks prior, it didn't populate the rsi...
28 days ago