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14Parameters
1Security Types
0Sortino Ratio
952Tradeable Dates
-18.58Net Profit
2.49PSR
-0.657Sharpe Ratio
-0.173Alpha
0.196Beta
-18.476CAR
36.6Drawdown
-0.2Loss Rate
7Parameters
0Security Types
-0.97Sortino Ratio
314Tradeable Dates
2100Trades
-0.68Treynor Ratio
0.35Win Rate
faultsaycool started the discussion Issues I cannot resolve
Hello fellow quants. I'm having some issues with inserting data into my algorithm. It seems to be...
faultsaycool left a comment in the discussion Issues I cannot resolve
Thank you Varad. I will try this out. Do you know why the algorithm is taking such a huge dip in...
faultsaycool left a comment in the discussion Issues I cannot resolve
Thank you Varad. Could you please explain what you mean by using a separate series? I’m not sure...
14Parameters
1Security Types
0Sortino Ratio
952Tradeable Dates
-18.58Net Profit
2.49PSR
-0.657Sharpe Ratio
-0.173Alpha
0.196Beta
-18.476CAR
36.6Drawdown
-0.2Loss Rate
7Parameters
0Security Types
-0.97Sortino Ratio
314Tradeable Dates
2100Trades
-0.68Treynor Ratio
0.35Win Rate
faultsaycool started the discussion Issues I cannot resolve
Hello fellow quants. I'm having some issues with inserting data into my algorithm. It seems to be...
faultsaycool left a comment in the discussion Rolling window of consolidated indicator data
I tried this code but it throws a type error. When using IndicatorDataPoints, it throws an...
faultsaycool left a comment in the discussion Issues I cannot resolve
Thank you Varad. I will try this out. Do you know why the algorithm is taking such a huge dip in...
faultsaycool left a comment in the discussion Issues I cannot resolve
Thank you Varad. Could you please explain what you mean by using a separate series? I’m not sure...
faultsaycool left a comment in the discussion Rolling window of consolidated indicator data
I tried this code but it throws a type error. When using IndicatorDataPoints, it throws an...
3 years ago