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54.531Net Profit
44.349PSR
1.118Sharpe Ratio
0.371Alpha
0.967Beta
60.672CAR
26.4Drawdown
-0.54Loss Rate
0Parameters
0Security Types
1.787Sortino Ratio
285Tradeable Dates
2577Trades
0.598Treynor Ratio
1.03Win Rate
-45.225Net Profit
1.99PSR
-0.917Sharpe Ratio
-1.551Alpha
1.932Beta
-99.916CAR
54.1Drawdown
-1.94Loss Rate
0Parameters
0Security Types
-0.961Sortino Ratio
27Tradeable Dates
189Trades
-0.512Treynor Ratio
3.35Win Rate
46.848Net Profit
76.459PSR
1.845Sharpe Ratio
0.353Alpha
0.187Beta
56.304CAR
15.6Drawdown
47Loss Rate
0Parameters
1Security Types
0.5697Sortino Ratio
268Tradeable Dates
972Trades
2.098Treynor Ratio
53Win Rate
-0.633Net Profit
39.577PSR
0.23Sharpe Ratio
-0.739Alpha
3.311Beta
-6.432CAR
20.7Drawdown
-0.36Loss Rate
0Parameters
0Security Types
1.504Sortino Ratio
30Tradeable Dates
323Trades
0.042Treynor Ratio
0.34Win Rate
-0.89Net Profit
1.817PSR
-3.545Sharpe Ratio
-0.06Alpha
-0.04Beta
-8.672CAR
1.2Drawdown
-0.1Loss Rate
0Parameters
0Security Types
-3.886Sortino Ratio
31Tradeable Dates
55Trades
1.754Treynor Ratio
0.14Win Rate
Jacob started the discussion MACD Values Effected by Longer Periods
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Jacob started the discussion Execution of Strategy
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Jacob started the discussion Trading Bot Job (Fiverr)
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Jacob started the discussion Backtesting
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Jacob started the discussion Indicator (SchaffTrendCycle)
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54.531Net Profit
44.349PSR
1.118Sharpe Ratio
0.371Alpha
0.967Beta
60.672CAR
26.4Drawdown
-0.54Loss Rate
0Parameters
0Security Types
1.787Sortino Ratio
285Tradeable Dates
2577Trades
0.598Treynor Ratio
1.03Win Rate
-45.225Net Profit
1.99PSR
-0.917Sharpe Ratio
-1.551Alpha
1.932Beta
-99.916CAR
54.1Drawdown
-1.94Loss Rate
0Parameters
0Security Types
-0.961Sortino Ratio
27Tradeable Dates
189Trades
-0.512Treynor Ratio
3.35Win Rate
46.848Net Profit
76.459PSR
1.845Sharpe Ratio
0.353Alpha
0.187Beta
56.304CAR
15.6Drawdown
47Loss Rate
0Parameters
1Security Types
0.5697Sortino Ratio
268Tradeable Dates
972Trades
2.098Treynor Ratio
53Win Rate
-0.633Net Profit
39.577PSR
0.23Sharpe Ratio
-0.739Alpha
3.311Beta
-6.432CAR
20.7Drawdown
-0.36Loss Rate
0Parameters
0Security Types
1.504Sortino Ratio
30Tradeable Dates
323Trades
0.042Treynor Ratio
0.34Win Rate
-0.89Net Profit
1.817PSR
-3.545Sharpe Ratio
-0.06Alpha
-0.04Beta
-8.672CAR
1.2Drawdown
-0.1Loss Rate
0Parameters
0Security Types
-3.886Sortino Ratio
31Tradeable Dates
55Trades
1.754Treynor Ratio
0.14Win Rate
3.816Net Profit
46.59PSR
1.08Sharpe Ratio
2.326Alpha
-5.161Beta
47.981CAR
22.4Drawdown
-5.5Loss Rate
0Parameters
0Security Types
-1.227Sortino Ratio
30Tradeable Dates
94Trades
-0.185Treynor Ratio
8.42Win Rate
2.27Net Profit
98.547PSR
5.59Sharpe Ratio
0.265Alpha
-0.046Beta
31.765CAR
1.6Drawdown
-0.63Loss Rate
31Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
26Tradeable Dates
30Trades
-5.499Treynor Ratio
0.67Win Rate
-7.229Net Profit
0.048PSR
-3.893Sharpe Ratio
-0.47Alpha
-0.11Beta
-58.67CAR
8.6Drawdown
-0.07Loss Rate
68Parameters
0Security Types
-3.67Sortino Ratio
27Tradeable Dates
778Trades
4.539Treynor Ratio
0.06Win Rate
-0.018Net Profit
33.061PSR
-0.015Sharpe Ratio
0.015Alpha
-0.033Beta
-0.119CAR
0.3Drawdown
0Loss Rate
26Parameters
0Security Types
0.311Sortino Ratio
48Tradeable Dates
36Trades
0.004Treynor Ratio
0Win Rate
Jacob started the discussion MACD Values Effected by Longer Periods
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Jacob started the discussion Execution of Strategy
Hello,
Jacob started the discussion Trading Bot Job (Fiverr)
Hello,
Jacob started the discussion Backtesting
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Jacob started the discussion Indicator (SchaffTrendCycle)
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Jacob started the discussion Strategy Help
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Jacob started the discussion Help with Strategy Execution
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Jacob started the discussion Uncalled Liquidation???
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Jacob left a comment in the discussion How to place three way order?
Doesn't this only allow for one open position at a time? Say you have multiple open orders with...
Jacob left a comment in the discussion One cancels other or all, and order attachment
class ParticleTachyonCompensator(QCAlgorithm): def Initialize(self): ...
Jacob left a comment in the discussion One cancels other or all, and order attachment
Rahul Chowdhury, does this allow for multiple positions to be open at a time?
Jacob left a comment in the discussion Help with Strategy Execution
Thanks Varad kabade,
Jacob left a comment in the discussion Help with Strategy Execution
Entry is at the Open after a red candlestick closes above the 9 EMA, while the 9 EMA > 50 EMA,...
Jacob left a comment in the discussion Uncalled Liquidation???
3 years ago