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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
53Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jim started the discussion Futures Options within a Scheduled Event
The premise of this strategy is to buy one OTM Call on Monday at open that expires on Friday.
Jim left a comment in the discussion Futures Options within a Scheduled Event
Having spent more time on this I have realized that the OptionsChains object is empty and I don't...
Jim left a comment in the discussion Rolling Window size that impacts (but seemingly shouldn't) manual update of manual indicator
It varies based on the Period of your ADX such that 100/14 = ~7, 60/14=~4 and 29/14 =~1. 7 being a...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
53Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jim started the discussion Futures Options within a Scheduled Event
The premise of this strategy is to buy one OTM Call on Monday at open that expires on Friday.
Jim left a comment in the discussion Algorithm API Normalization and Parameter Renaming
Jared, your response here indicates that you knowingly pushed breaking code without notifying...
Jim left a comment in the discussion Futures Options within a Scheduled Event
Having spent more time on this I have realized that the OptionsChains object is empty and I don't...
Jim left a comment in the discussion Rolling Window size that impacts (but seemingly shouldn't) manual update of manual indicator
It varies based on the Period of your ADX such that 100/14 = ~7, 60/14=~4 and 29/14 =~1. 7 being a...
Jim left a comment in the discussion Algorithm API Normalization and Parameter Renaming
Jared, your response here indicates that you knowingly pushed breaking code without notifying...
1 years ago