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-9.329Net Profit
11.935PSR
-0.362Sharpe Ratio
-0.042Alpha
0.548Beta
-17.836CAR
28.9Drawdown
80Loss Rate
3Parameters
1Security Types
-0.9494Sortino Ratio
126Tradeable Dates
10Trades
-0.175Treynor Ratio
20Win Rate
-9.329Net Profit
11.983PSR
-0.362Sharpe Ratio
-0.047Alpha
0.549Beta
-17.926CAR
28.9Drawdown
80Loss Rate
3Parameters
1Security Types
-0.9494Sortino Ratio
125Tradeable Dates
10Trades
-0.176Treynor Ratio
20Win Rate
FinTech started the discussion Help with SMA!!!!
I am looking to do an algorithm that holds SPXL when SPY is at its 200 day moving average and...
FinTech started the discussion Error In SMA Data
This algo is supposed to buy when the 200 day sma is bellow price and liquidate when price falls...
-9.329Net Profit
11.935PSR
-0.362Sharpe Ratio
-0.042Alpha
0.548Beta
-17.836CAR
28.9Drawdown
80Loss Rate
3Parameters
1Security Types
-0.9494Sortino Ratio
126Tradeable Dates
10Trades
-0.175Treynor Ratio
20Win Rate
-9.329Net Profit
11.983PSR
-0.362Sharpe Ratio
-0.047Alpha
0.549Beta
-17.926CAR
28.9Drawdown
80Loss Rate
3Parameters
1Security Types
-0.9494Sortino Ratio
125Tradeable Dates
10Trades
-0.176Treynor Ratio
20Win Rate
FinTech started the discussion Help with SMA!!!!
I am looking to do an algorithm that holds SPXL when SPY is at its 200 day moving average and...
FinTech started the discussion Error In SMA Data
This algo is supposed to buy when the 200 day sma is bellow price and liquidate when price falls...
FinTech left a comment in the discussion Error In SMA Data
As you can see price is bellow sma for the whole month of august yet when I plot it they cross...
FinTech left a comment in the discussion Error In SMA Data
As you can see price is bellow sma for the whole month of august yet when I plot it they cross...
2 years ago