Critical.Error
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6th November, 2020
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2022-12-08 23:35:48
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Public Backtests (7)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
2587Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
2586Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
40.218Net Profit
64.728PSR
1.401Sharpe Ratio
0.163Alpha
0.414Beta
26.953CAR
9.6Drawdown
-1.12Loss Rate
4Parameters
0Security Types
1.1Sortino Ratio
517Tradeable Dates
252Trades
0.459Treynor Ratio
1.27Win Rate
21.286Net Profit
97.855PSR
2.408Sharpe Ratio
0Alpha
0Beta
15.598CAR
1.9Drawdown
-0.3Loss Rate
0Parameters
0Security Types
4.533Sortino Ratio
413Tradeable Dates
523Trades
0Treynor Ratio
0.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreCritical.Error started the discussion Continuous Futures Renko Bars
I am trying to create Renko Bars for continuous futures. I cannot get the consolidator to fire....
Critical.Error left a comment in the discussion Hurst Exponent Function
Here is an example of ES futures on a daily timeframe for 90 periods. Much lower HE. I would not...
Critical.Error left a comment in the discussion Hurst Exponent Function
Here is an example on ES futures 5m data with 276 periods in the rolling window. You can see the...
Critical.Error left a comment in the discussion Hurst Exponent Function
And thank you for the videos and post! I have noticed that the shorter timeframes (intraday data)...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
2Security Types
2587Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
2586Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
40.218Net Profit
64.728PSR
1.401Sharpe Ratio
0.163Alpha
0.414Beta
26.953CAR
9.6Drawdown
-1.12Loss Rate
4Parameters
0Security Types
1.1Sortino Ratio
517Tradeable Dates
252Trades
0.459Treynor Ratio
1.27Win Rate
21.286Net Profit
97.855PSR
2.408Sharpe Ratio
0Alpha
0Beta
15.598CAR
1.9Drawdown
-0.3Loss Rate
0Parameters
0Security Types
4.533Sortino Ratio
413Tradeable Dates
523Trades
0Treynor Ratio
0.34Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.025Net Profit
35.822PSR
-2.489Sharpe Ratio
-0.062Alpha
-0.114Beta
1.854CAR
0.3Drawdown
-0.07Loss Rate
24Parameters
0Security Types
0.928Sortino Ratio
4Tradeable Dates
27Trades
0.397Treynor Ratio
0.1Win Rate
-1.452Net Profit
2.619PSR
-3.026Sharpe Ratio
-0.113Alpha
0.123Beta
-10.524CAR
2Drawdown
54Loss Rate
21Parameters
1Security Types
-1.1396Sortino Ratio
41Tradeable Dates
287Trades
-0.701Treynor Ratio
46Win Rate
Critical.Error started the discussion Continuous Futures Renko Bars
I am trying to create Renko Bars for continuous futures. I cannot get the consolidator to fire....
Critical.Error left a comment in the discussion Please help: live trading order failure due to margin with plenty of margin available?
Hi Louis,
Critical.Error left a comment in the discussion Hurst Exponent Function
Here is an example of ES futures on a daily timeframe for 90 periods. Much lower HE. I would not...
Critical.Error left a comment in the discussion Hurst Exponent Function
Here is an example on ES futures 5m data with 276 periods in the rolling window. You can see the...
Critical.Error left a comment in the discussion Hurst Exponent Function
And thank you for the videos and post! I have noticed that the shorter timeframes (intraday data)...
Critical.Error left a comment in the discussion Hurst Exponent Function
Just curious why you choose not to use the rescaled range when calculating the Hurst exponent?
Critical.Error left a comment in the discussion Option Pricing models executed in the Notebook environment
Super late to the game on this comment, but it looks like they added a documentation page with how...
Critical.Error started the discussion Micro Futures Symbols
Hello,
Critical.Error started the discussion Futures Warm Up and MACD for consolidated indicators
Hi everyone,
Critical.Error started the discussion Custom Indicator with Consolidated Data - Futures
I am trying to create a custom indicator that records the closing price of a futures contract from...
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Critical.Error left a comment in the discussion Please help: live trading order failure due to margin with plenty of margin available?
Hi Louis,
1 years ago