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-6.512Net Profit
-1.257Sharpe Ratio
-0.046Alpha
0.009Beta
-6.512CAR
7.7Drawdown
54Loss Rate
5Parameters
1Security Types
-0.1399Sortino Ratio
313Tradeable Dates
512Trades
-4.977Treynor Ratio
46Win Rate
-6.512Net Profit
-1.257Sharpe Ratio
-0.046Alpha
0.009Beta
-6.512CAR
7.7Drawdown
54Loss Rate
5Parameters
1Security Types
-0.1399Sortino Ratio
313Tradeable Dates
512Trades
-4.977Treynor Ratio
46Win Rate
Jason started the discussion Identifying a Stop Loss Hit
In the 'Identifying a Stop Loss Hit' Boot Camp lesson, the code snippet for Order Ticket tracking...
Jason started the discussion Calculating Market Capitalization in FineFundamentalFunction
The market cap filter code on this page does not work:
Jason started the discussion OnSecuritiesChanged Questions
Question 1.) After initializing
Jason started the discussion Self.Schedule.On and Control Flow
Given a Coarse and Fine resolution of daily that occurs at 12:00am i.e.
Jason started the discussion Unable to remotely retrieve data
I did the following:
-6.512Net Profit
-1.257Sharpe Ratio
-0.046Alpha
0.009Beta
-6.512CAR
7.7Drawdown
54Loss Rate
5Parameters
1Security Types
-0.1399Sortino Ratio
313Tradeable Dates
512Trades
-4.977Treynor Ratio
46Win Rate
-6.512Net Profit
-1.257Sharpe Ratio
-0.046Alpha
0.009Beta
-6.512CAR
7.7Drawdown
54Loss Rate
5Parameters
1Security Types
-0.1399Sortino Ratio
313Tradeable Dates
512Trades
-4.977Treynor Ratio
46Win Rate
Jason started the discussion Identifying a Stop Loss Hit
In the 'Identifying a Stop Loss Hit' Boot Camp lesson, the code snippet for Order Ticket tracking...
Jason started the discussion Calculating Market Capitalization in FineFundamentalFunction
The market cap filter code on this page does not work:
Jason started the discussion OnSecuritiesChanged Questions
Question 1.) After initializing
Jason started the discussion Self.Schedule.On and Control Flow
Given a Coarse and Fine resolution of daily that occurs at 12:00am i.e.
Jason started the discussion Unable to remotely retrieve data
I did the following:
Jason started the discussion Correlation Between Fundamental Metrics and Stock Prices
Just out of curiosity, which fundamental metrics have you guys found to me most correlated with the...
Jason left a comment in the discussion Self.Schedule.On and Control Flow
I just reanalyzed. You are correct about this
Jason left a comment in the discussion Unable to remotely retrieve data
After setting up a local LEAN development environment and...
Jason left a comment in the discussion Running tests on a local Windows 10/Visual Studio dev environment
I'm planning on setting up a local development environment too but on a MacBook Pro. I'm a mobile...
Jason left a comment in the discussion DateTime & DayOfWeek test
Hi Gmamuze,
Jason left a comment in the discussion Self.Schedule.On and Control Flow
Hi Alethea,
Jason left a comment in the discussion Running Lean Locally on MAC with Python?
I got LEAN working on my MacBook Pro using following the instructions:
5 years ago