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3.211Net Profit
65.53PSR
1.989Sharpe Ratio
0.091Alpha
0.709Beta
43.401CAR
3.7Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
3Trades
0.343Treynor Ratio
0Win Rate
0Net Profit
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0Alpha
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0CAR
0Drawdown
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27Tradeable Dates
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0Treynor Ratio
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3.276Net Profit
67.045PSR
2.109Sharpe Ratio
0Alpha
0Beta
44.434CAR
3.6Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
3.069Net Profit
64.117PSR
1.858Sharpe Ratio
0Alpha
0Beta
41.168CAR
3.9Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
3Trades
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124Tradeable Dates
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Jhonathan started the discussion Algorithm API Normalization and Parameter Renaming
Hi QC community!We are working on normalizing the Algorithm API, starting by the following...
Jhonathan left a comment in the discussion Custom Dataset Limitation
Hi Tom Frew! I have updated this issue with some demo algorithms you can refer to about importing...
Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API
Hi everyone, just announcing the changes will be going live starting from version 15436.
Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API
Hi Yuri, no, we are renaming extendedMarket parameters to the longer extendedMarketHours.
3.211Net Profit
65.53PSR
1.989Sharpe Ratio
0.091Alpha
0.709Beta
43.401CAR
3.7Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
3Trades
0.343Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.276Net Profit
67.045PSR
2.109Sharpe Ratio
0Alpha
0Beta
44.434CAR
3.6Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
3.069Net Profit
64.117PSR
1.858Sharpe Ratio
0Alpha
0Beta
41.168CAR
3.9Drawdown
0Loss Rate
0Parameters
0Security Types
27Tradeable Dates
3Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
124Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
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124Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
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0Sharpe Ratio
0Alpha
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0CAR
0Drawdown
0Loss Rate
0Parameters
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124Tradeable Dates
0Trades
0Treynor Ratio
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0Sharpe Ratio
0Alpha
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0CAR
0Drawdown
0Loss Rate
0Parameters
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124Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
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1008Tradeable Dates
0Trades
0Treynor Ratio
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0Net Profit
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0CAR
0Drawdown
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0Parameters
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1008Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
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0Sharpe Ratio
0Alpha
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0CAR
0Drawdown
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0Parameters
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1008Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
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0CAR
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0Parameters
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1008Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
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0CAR
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0Parameters
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1008Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
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0Sharpe Ratio
0Alpha
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2Security Types
0Sortino Ratio
4446Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
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0Sharpe Ratio
0Alpha
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0CAR
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21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
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0CAR
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1Tradeable Dates
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2Tradeable Dates
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8Parameters
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5Tradeable Dates
0Trades
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1Parameters
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8Tradeable Dates
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14Tradeable Dates
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1Parameters
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14Tradeable Dates
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2Parameters
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19Tradeable Dates
2Trades
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2Parameters
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19Tradeable Dates
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12Parameters
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2Tradeable Dates
2Trades
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12Parameters
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2Tradeable Dates
2Trades
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18Parameters
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2Tradeable Dates
4Trades
0Treynor Ratio
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4Tradeable Dates
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4Tradeable Dates
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Jhonathan left a comment in the discussion Existing Session with IB Broker
Hi Alberto_Papel We have pushed an improvement for IB Gateway shutdown. If anyone experiences this...
Jhonathan started the discussion Algorithm API Normalization and Parameter Renaming
Hi QC community!We are working on normalizing the Algorithm API, starting by the following...
Jhonathan left a comment in the discussion Custom Dataset Limitation
Hi Tom Frew! I have updated this issue with some demo algorithms you can refer to about importing...
Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API
Hi everyone, just announcing the changes will be going live starting from version 15436.
Jhonathan left a comment in the discussion Adding extended market hours parameter to every method in the History API
Hi Yuri, no, we are renaming extendedMarket parameters to the longer extendedMarketHours.
Jhonathan left a comment in the discussion Lean live stop not working
Hi Renata,
Jhonathan left a comment in the discussion Lean CLI local live trading problem
Hi Shaohua Lu ,
Jhonathan started the discussion Extended market hours support for futures
Hi community,
Jhonathan left a comment in the discussion Existing Session with IB Broker
Hi Alberto_Papel We have pushed an improvement for IB Gateway shutdown. If anyone experiences this...
10 months ago