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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
97Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0.038Net Profit
98.333PSR
5.815Sharpe Ratio
0.006Alpha
0.008Beta
0.786CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
1Trades
0.724Treynor Ratio
0Win Rate
0.038Net Profit
98.333PSR
5.815Sharpe Ratio
0.006Alpha
0.008Beta
0.786CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
1Trades
0.724Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
Daniel started the discussion StopLimitOrder not triggered
Hi,
Daniel started the discussion LimitOrder requires Margin based on current Close price, not on Limit price
In OnData, I set a LimitOrder for a limit price of 40. The current Close price is 63.40.
Daniel started the discussion Factor Files: AAPL dividend on 22 Dec 2022?
Hi,
Daniel left a comment in the discussion StopLimitOrder not triggered
I think I figured it out myself. I found this documentation about the Immediate Fill Model and...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
97Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0.038Net Profit
98.333PSR
5.815Sharpe Ratio
0.006Alpha
0.008Beta
0.786CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
1Trades
0.724Treynor Ratio
0Win Rate
0.038Net Profit
98.333PSR
5.815Sharpe Ratio
0.006Alpha
0.008Beta
0.786CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
1Trades
0.724Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
11Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
Daniel started the discussion StopLimitOrder not triggered
Hi,
Daniel started the discussion LimitOrder requires Margin based on current Close price, not on Limit price
In OnData, I set a LimitOrder for a limit price of 40. The current Close price is 63.40.
Daniel started the discussion Factor Files: AAPL dividend on 22 Dec 2022?
Hi,
Daniel left a comment in the discussion My Notes on Payment for Local Historical Data Using Lean CLI
Thanks for this write-up.
Daniel left a comment in the discussion StopLimitOrder not triggered
I think I figured it out myself. I found this documentation about the Immediate Fill Model and...
Daniel left a comment in the discussion My Notes on Payment for Local Historical Data Using Lean CLI
Thanks for this write-up.
1 years ago