We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
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 Uncalled Liquidation???
Hello,
Jacob started the discussion MACD Values Effected by Longer Periods
Hello,
Jacob started the discussion Execution of Strategy
Hello,
Jacob started the discussion Trading Bot Job (Fiverr)
Hello,
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 Uncalled Liquidation???
Hello,
Jacob started the discussion MACD Values Effected by Longer Periods
Hello,
Jacob left a comment in the discussion Uncalled Liquidation???
Jacob started the discussion Execution of Strategy
Hello,
Jacob started the discussion Trading Bot Job (Fiverr)
Hello,
Jacob started the discussion Backtesting
Hello,
Jacob started the discussion Indicator (SchaffTrendCycle)
Hello,
Jacob started the discussion Strategy Help
Hello,
Jacob started the discussion Help with Strategy Execution
Hello,
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???
2 years ago