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1.206Net Profit
2.317PSR
0.221Sharpe Ratio
0Alpha
0Beta
0.272CAR
65.4Drawdown
-0.33Loss Rate
11Parameters
0Security Types
0Tradeable Dates
6436Trades
0Treynor Ratio
0.24Win Rate
186.567Net Profit
96.575PSR
3.121Sharpe Ratio
0Alpha
0Beta
123.069CAR
16.5Drawdown
-0.33Loss Rate
0Parameters
1Security Types
402Tradeable Dates
5020Trades
0Treynor Ratio
0.65Win Rate
-1.365Net Profit
2.159PSR
-0.457Sharpe Ratio
0Alpha
0Beta
-1.055CAR
2Drawdown
-0.04Loss Rate
0Parameters
0Security Types
397Tradeable Dates
4360Trades
0Treynor Ratio
0.02Win Rate
429.014Net Profit
100PSR
2.5850910150313E+21Sharpe Ratio
9.4312591922939E+21Alpha
4.688Beta
7.9228162514264E+28CAR
1.3Drawdown
-0.25Loss Rate
31Parameters
0Security Types
1015658923.531Sortino Ratio
6Tradeable Dates
13Trades
2.0116827907095E+21Treynor Ratio
33.16Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
121Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
David left a comment in the discussion Could not open my projects (Chrome on iPad)
I think a lot of people are having access issues. Anyway we can get this looked into again? I...
David left a comment in the discussion Incorrect tracking of covered call assignments, please help
This happened again last night. Same thing. Stock ended up above the call at close of day but...
David left a comment in the discussion Bracket orders?
actually I just noticed these aren't working right either. The limit orders to close for profit...
David left a comment in the discussion Bracket orders?
OK couldn't fix the OnOrderEvent bracket orders. They are still closing the exact same minute...
1.206Net Profit
2.317PSR
0.221Sharpe Ratio
0Alpha
0Beta
0.272CAR
65.4Drawdown
-0.33Loss Rate
11Parameters
0Security Types
0Tradeable Dates
6436Trades
0Treynor Ratio
0.24Win Rate
186.567Net Profit
96.575PSR
3.121Sharpe Ratio
0Alpha
0Beta
123.069CAR
16.5Drawdown
-0.33Loss Rate
0Parameters
1Security Types
402Tradeable Dates
5020Trades
0Treynor Ratio
0.65Win Rate
-1.365Net Profit
2.159PSR
-0.457Sharpe Ratio
0Alpha
0Beta
-1.055CAR
2Drawdown
-0.04Loss Rate
0Parameters
0Security Types
397Tradeable Dates
4360Trades
0Treynor Ratio
0.02Win Rate
429.014Net Profit
100PSR
2.5850910150313E+21Sharpe Ratio
9.4312591922939E+21Alpha
4.688Beta
7.9228162514264E+28CAR
1.3Drawdown
-0.25Loss Rate
31Parameters
0Security Types
1015658923.531Sortino Ratio
6Tradeable Dates
13Trades
2.0116827907095E+21Treynor Ratio
33.16Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
121Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
17Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
David left a comment in the discussion Help with 0DTE strategy
Have you coded for options before? do you have a working template to pull an option and buy in some...
David left a comment in the discussion Could not open my projects (Chrome on iPad)
I think a lot of people are having access issues. Anyway we can get this looked into again? I...
David left a comment in the discussion Incorrect tracking of covered call assignments, please help
This happened again last night. Same thing. Stock ended up above the call at close of day but...
David left a comment in the discussion Bracket orders?
actually I just noticed these aren't working right either. The limit orders to close for profit...
David left a comment in the discussion Bracket orders?
OK couldn't fix the OnOrderEvent bracket orders. They are still closing the exact same minute...
David left a comment in the discussion Bracket orders?
Can anyone with Quantconnect chime in? The real main issue here I think is that we need bracket...
David started the discussion Issue with data: MACD and custom time frame
See attached backtest. Trying to signal for MACD crossover on a 5 minute candle. I logged the...
David started the discussion How to skip a bar if it doesn't exist
Hello and thanks in advance. I have a stratigy that is using TQQQ open and close bar minute...
David started the discussion Optimization using a single digit?
Hey, I just wanted to say thanks in advance for the optimization. This is a valuable and fun...
David started the discussion Help with QuoteBar rolling window
Trying to do a rolling window to make an SMA of BTCUSD. I've already reviewed the Documentation...
David started the discussion Please help with simple options algo
Hello, trying to get a simple options algorthm to run and I'm having a hard time. Goal is to...
David started the discussion Request : DOGEUSD and ANAUSD
Hey guys, dogecoin and Cardano are on Coinbase pro. Dodge pin just got added today from my...
David started the discussion Issue with algo recognition of holdings after restarting
In my algorithm trading equities on interactive brokers is able to recognize my stocks in my...
David started the discussion Issue with rebalancing
Hey, just trying to figure out the timing for my rebalancing code. I think its a simple problem....
David started the discussion FYI Interactive Brokers will offer Crypto trading
Likely better costs than coinbase with its 0.5% cost per trade. Will be exciting to support...
David started the discussion Request to add MANA, ICP, ADA and DOT to GDAX
As title suggests, can we add these crypto symbols to the request to add to supported symbols on...
David started the discussion Issue with building an indicator on an indicator
Hey guys, thanks in advance. I’m trying to code up an algorithm that will do a simple moving...
David started the discussion The lab on mobile devices
Hey guys,
David started the discussion Optimization Locally in LEAN/Visual Studio
I see that some people have accomplished developing optimization locally in LEAN but from the posts...
David started the discussion Consolidated indicator data is not accurate
Hey working on a simple algo to log 30 minute RSI data but the numbers arent near what a trading...
David started the discussion Help with calculating slope of SMA
Hey, working on trying to figure out the slope of an SMA line. The way I did it on quantopian...
David started the discussion Can you backtest up to yesterday?
Hey, working on some backtesting and was trying to backtest up till yesterday but it stops on the...
David started the discussion Live trading chart modification
Hey, is there any way to remove the time points from afterhour trading from the live chart feed on...
David started the discussion Can you short Bitcoin?
I have limited knowledge in cryptocurrency trading. Does it work like forex? Are you...
David started the discussion Hourly or 30 minute resolutions?
Are these something we can implement on an indicator? I'my trying an hourly and it doesnt...
David started the discussion SVXY split but paper trading doesnt reflect it
Just putting this out there if anyone is able to fix it. SVXY did a split but my paper...
David left a comment in the discussion Help with 0DTE strategy
Have you coded for options before? do you have a working template to pull an option and buy in some...
7 months ago