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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
850Tradeable Dates
127Tradeable Dates
1Tradeable Dates
252Tradeable Dates
Dmitri started the discussion Backtest tradebar data issues
IBM on October 7, 2013, was O:181.85 H:183.31 L:181.85 C:182.01. I added “IBM” to my algorithm...
Dmitri started the discussion No scrollbars
No scrollbars in API.
Dmitri started the discussion One cancels other or all, and order attachment
OCO are convenient for bracket orders and exclusive entry for double setups. OCA is similar and...
Dmitri started the discussion Trading live with historical data training
Suppose I develop an algorithm, backtest it, everything's great. Now I switch it to live and I want...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
850Tradeable Dates
127Tradeable Dates
1Tradeable Dates
252Tradeable Dates
252Tradeable Dates
3768Tradeable Dates
Dmitri started the discussion Backtest tradebar data issues
IBM on October 7, 2013, was O:181.85 H:183.31 L:181.85 C:182.01. I added “IBM” to my algorithm...
Dmitri started the discussion No scrollbars
No scrollbars in API.
Dmitri started the discussion One cancels other or all, and order attachment
OCO are convenient for bracket orders and exclusive entry for double setups. OCA is similar and...
Dmitri started the discussion Trading live with historical data training
Suppose I develop an algorithm, backtest it, everything's great. Now I switch it to live and I want...
Dmitri left a comment in the discussion Need help with a backtest error
@MichaelH -- good to know, thanks.
Dmitri left a comment in the discussion Need help with a backtest error
It depends on your desired time frame. If you want to trade 15min bars but your data is 1min, then...
Dmitri left a comment in the discussion Need help with a backtest error
Please look at my edits to your project.
Dmitri left a comment in the discussion Help with External Source - minute resolution data / Exponential Moving Average
Hi @Pedro, please look at my edits to your project. Note how I use consolidator and register...
Dmitri left a comment in the discussion Trailing Orders
@Jose, you can look at my clone and check the log, I hope I made things more clear. I edited your...
Dmitri left a comment in the discussion Trailing Orders
@Juan, I also noticed that your StopMarket orders seem to fill immediately, but haven't looked at...
Dmitri left a comment in the discussion Need help with a backtest error
@MichaelH -- good to know, thanks.
9 years ago