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-19.684Net Profit
2.299PSR
-0.557Sharpe Ratio
-0.123Alpha
0.065Beta
-15.746CAR
35.5Drawdown
-0.24Loss Rate
80Parameters
0Security Types
-0.809Sortino Ratio
0Tradeable Dates
1253Trades
-1.762Treynor Ratio
0.41Win Rate
-18.742Net Profit
2.588PSR
-0.522Sharpe Ratio
-0.116Alpha
0.066Beta
-14.975CAR
35.5Drawdown
-0.24Loss Rate
76Parameters
0Security Types
-0.77Sortino Ratio
0Tradeable Dates
1252Trades
-1.621Treynor Ratio
0.42Win Rate
-12.918Net Profit
4.598PSR
-0.334Sharpe Ratio
-0.075Alpha
0.06Beta
-10.248CAR
29.8Drawdown
-0.26Loss Rate
76Parameters
0Security Types
-0.536Sortino Ratio
0Tradeable Dates
1176Trades
-1.111Treynor Ratio
0.47Win Rate
46Parameters
0Security Types
0Tradeable Dates
46Parameters
0Security Types
0Tradeable Dates
James started the discussion Custom data accessing custom data in algo
Loading in the custom data all works well if I want to call any of the following inĀ OnData()
-19.684Net Profit
2.299PSR
-0.557Sharpe Ratio
-0.123Alpha
0.065Beta
-15.746CAR
35.5Drawdown
-0.24Loss Rate
80Parameters
0Security Types
-0.809Sortino Ratio
0Tradeable Dates
1253Trades
-1.762Treynor Ratio
0.41Win Rate
-18.742Net Profit
2.588PSR
-0.522Sharpe Ratio
-0.116Alpha
0.066Beta
-14.975CAR
35.5Drawdown
-0.24Loss Rate
76Parameters
0Security Types
-0.77Sortino Ratio
0Tradeable Dates
1252Trades
-1.621Treynor Ratio
0.42Win Rate
-12.918Net Profit
4.598PSR
-0.334Sharpe Ratio
-0.075Alpha
0.06Beta
-10.248CAR
29.8Drawdown
-0.26Loss Rate
76Parameters
0Security Types
-0.536Sortino Ratio
0Tradeable Dates
1176Trades
-1.111Treynor Ratio
0.47Win Rate
46Parameters
0Security Types
0Tradeable Dates
46Parameters
0Security Types
0Tradeable Dates
57Parameters
0Security Types
0Tradeable Dates
55Parameters
0Security Types
0Tradeable Dates
54Parameters
0Security Types
0Tradeable Dates
8Parameters
0Security Types
176Tradeable Dates
James started the discussion Custom data accessing custom data in algo
Loading in the custom data all works well if I want to call any of the following inĀ OnData()
James left a comment in the discussion Custom indicator in python algorithm
How do we now use the IsReady function?
James left a comment in the discussion Custom indicator in python algorithm
How do we now use the IsReady function?
4 years ago