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-0.068Net Profit
0.002PSR
-0.699Sharpe Ratio
0Alpha
0Beta
-0.013CAR
0.1Drawdown
51Loss Rate
18Parameters
1Security Types
-0.0473Sortino Ratio
1317Tradeable Dates
155Trades
-1.589Treynor Ratio
49Win Rate
Chris started the discussion Universe Selection using Indicators
I am trying to build a Universe Selection Model that is similar to the EMA Cross Template found...
Chris started the discussion Referenceing Indicators from Universe Selection Criteria
I am trying to get the ATR from symbols within a universe for position sizing. I have attached a...
Chris started the discussion Backtesting Entry Prior to Earnings Date
I am trying to put together a universe that filters for the equities with an upcoming earnings date...
Chris left a comment in the discussion Referenceing Indicators from Universe Selection Criteria
This worked! Thanks for the help, Michael
-0.068Net Profit
0.002PSR
-0.699Sharpe Ratio
0Alpha
0Beta
-0.013CAR
0.1Drawdown
51Loss Rate
18Parameters
1Security Types
-0.0473Sortino Ratio
1317Tradeable Dates
155Trades
-1.589Treynor Ratio
49Win Rate
Chris started the discussion Universe Selection using Indicators
I am trying to build a Universe Selection Model that is similar to the EMA Cross Template found...
Chris left a comment in the discussion Running Python Code in a CSharpe Algorithm
I definitely agree, if you are starting out a new algorithm it is easier to choose one or the...
Chris started the discussion Referenceing Indicators from Universe Selection Criteria
I am trying to get the ATR from symbols within a universe for position sizing. I have attached a...
Chris started the discussion Backtesting Entry Prior to Earnings Date
I am trying to put together a universe that filters for the equities with an upcoming earnings date...
Chris left a comment in the discussion Referenceing Indicators from Universe Selection Criteria
This worked! Thanks for the help, Michael
Chris left a comment in the discussion The OandaBrokerageModel does not support Equity security type.
So I am getting this same error, though I am trying to add a CFD, not an equity. Why would that be?
Chris left a comment in the discussion Running Python Code in a CSharpe Algorithm
I definitely agree, if you are starting out a new algorithm it is easier to choose one or the...
4 years ago