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5.608Net Profit
0.019PSR
0.105Sharpe Ratio
0.002Alpha
0.146Beta
0.504CAR
12.9Drawdown
-0.01Loss Rate
30Parameters
0Security Types
0.14Sortino Ratio
0Tradeable Dates
102439Trades
0.03Treynor Ratio
0.02Win Rate
33.591Net Profit
0.004PSR
0.202Sharpe Ratio
0.006Alpha
0.162Beta
1.734CAR
29.5Drawdown
-0.44Loss Rate
34Parameters
0Security Types
0.141Sortino Ratio
0Tradeable Dates
1714Trades
0.09Treynor Ratio
0.5Win Rate
4.274Net Profit
85.001PSR
6.702Sharpe Ratio
0.9Alpha
0.663Beta
177.644CAR
2.3Drawdown
0Loss Rate
13Parameters
0Security Types
38.076Sortino Ratio
0Tradeable Dates
93Trades
1.74Treynor Ratio
0.04Win Rate
Garrett started the discussion Rolling Window Error
Has anyone ever encountered the error below before? I have run hundreds of backtests on variations...
Garrett left a comment in the discussion Run lean cli with error
I am encountering the same error as originally stated above. I tried to follow the instructions:...
Garrett left a comment in the discussion Walk Forward Optimization - Can we have this too?
Wow! We're get walk-forward this year. I can't wait!
Garrett started the discussion How to avoid redundant orders when multiple share classes exist
Hello. Does anyone know of an easy way for me to prevent my algo from issuing multiple simultaneous...
5.608Net Profit
0.019PSR
0.105Sharpe Ratio
0.002Alpha
0.146Beta
0.504CAR
12.9Drawdown
-0.01Loss Rate
30Parameters
0Security Types
0.14Sortino Ratio
0Tradeable Dates
102439Trades
0.03Treynor Ratio
0.02Win Rate
33.591Net Profit
0.004PSR
0.202Sharpe Ratio
0.006Alpha
0.162Beta
1.734CAR
29.5Drawdown
-0.44Loss Rate
34Parameters
0Security Types
0.141Sortino Ratio
0Tradeable Dates
1714Trades
0.09Treynor Ratio
0.5Win Rate
4.274Net Profit
85.001PSR
6.702Sharpe Ratio
0.9Alpha
0.663Beta
177.644CAR
2.3Drawdown
0Loss Rate
13Parameters
0Security Types
38.076Sortino Ratio
0Tradeable Dates
93Trades
1.74Treynor Ratio
0.04Win Rate
Garrett started the discussion Rolling Window Error
Has anyone ever encountered the error below before? I have run hundreds of backtests on variations...
Garrett left a comment in the discussion Run lean cli with error
Got it working by running the post-install script in Admin mode.
Garrett left a comment in the discussion Run lean cli with error
I am encountering the same error as originally stated above. I tried to follow the instructions:...
Garrett left a comment in the discussion Walk Forward Optimization - Can we have this too?
Wow! We're get walk-forward this year. I can't wait!
Garrett started the discussion How to avoid redundant orders when multiple share classes exist
Hello. Does anyone know of an easy way for me to prevent my algo from issuing multiple simultaneous...
Garrett started the discussion Insights are sometimes missing reference values
Hello All,
Garrett started the discussion NYT price data issue on 10/5/2004
NYT price data suddenly drops by 50% on 10/5/2004. TradingView adjusted price data shows no such...
Garrett started the discussion Possible to queue jobs in backtest nodes?
Hello All. Is it possible to queue up a job or series of jobs on a backtest node to automatically...
Garrett started the discussion Optimization tool not recognizing parameters
Would anyone be able to tell me why the optimization tool is not recognizing my parameters? As you...
Garrett started the discussion Plans for more than two parameters in the Optimization Wizard?
Hello. Is there currently any plan to allow for more than parameters in the Optimization Wizard? It...
Garrett started the discussion Querying historical data timestamps
Hello All,
Garrett started the discussion Any suggestions on which live trading node I should subscribe to?
Hi All,
Garrett started the discussion Implementing Time Deltas for Time in Force
Hello.
Garrett started the discussion Feature Request: TD Sequential Indicator
I was a little surprised that the TD Sequential Indicator by Tom Demark isn't available. It would...
Garrett started the discussion How to add a symbol to universe
Hello, All. What is the best way to add a single symbol (SPY in my case) to an existing universe...
Garrett left a comment in the discussion How to add a symbol to universe
No. I'm not using a filter. Just calling the QC500 universe as follows:...
Garrett left a comment in the discussion Any suggestions on which live trading node I should subscribe to?
Thanks for the response, Adam. I have been using the QC500 universe and, I do leverage historical...
Garrett left a comment in the discussion Loading forever
Yes. My algorithm lab page page says I have no projects. It seems to be stuck in loading, as you...
Garrett started the discussion Should Insights Close Themselves?
Hello All,
Garrett started the discussion Export more insights?
Hello All,
Garrett started the discussion Accessing data from prior candles.
Hello All,
Garrett started the discussion How to warm up indicators when using universe selection
Hello,
Garrett started the discussion Rolling Window Questions
Hello All,
Garrett started the discussion Warming up an indicator rolling window
Hello All,
Garrett started the discussion Novice struggling to use rolling window
Hello All,
Garrett started the discussion QuantConnect advantages over TradeStation
Hello All,
Garrett left a comment in the discussion Run lean cli with error
Got it working by running the post-install script in Admin mode.
1 years ago