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Public Backtests (1)
View More37.991Net Profit
5.962Sharpe Ratio
0Alpha
496.581Beta
978235.597CAR
12.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
12Tradeable Dates
9Trades
0.013Treynor Ratio
0Win Rate
Community
View MoreJason started the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
So clearly this doesn't add up, it thinks it's ordering BTCUSD for FAR cheaper than it...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
And sorry for any fustration that's coming through, I've been spending days on something...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
How do I simply get the raw amount of USD I have, no margin spending.Say I have $100 of USD and I...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
Here is the full code that can be tested, I dont see what could possible be wrong with my code.
37.991Net Profit
5.962Sharpe Ratio
0Alpha
496.581Beta
978235.597CAR
12.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
12Tradeable Dates
9Trades
0.013Treynor Ratio
0Win Rate
Jason started the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
So clearly this doesn't add up, it thinks it's ordering BTCUSD for FAR cheaper than it...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
Portfolio.CashBook["USD"].AmountThank you, this does seem to be what I am looking for,...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
And sorry for any fustration that's coming through, I've been spending days on something...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
How do I simply get the raw amount of USD I have, no margin spending.Say I have $100 of USD and I...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
Here is the full code that can be tested, I dont see what could possible be wrong with my code.
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
Thank you, but the problem still occurs. It still has growing buying power (my algo doesn't...
Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
Bump. Please help, this problem makes all backtesting pointless.
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Jason left a comment in the discussion Buying power magically get's larger in backtest, also orders go through for the wrong price.
Portfolio.CashBook["USD"].AmountThank you, this does seem to be what I am looking for,...
6 years ago