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-0.259Net Profit
14.522PSR
-0.965Sharpe Ratio
0Alpha
0Beta
-1.287CAR
0.7Drawdown
-0.01Loss Rate
38Parameters
0Security Types
-1.499Sortino Ratio
0Tradeable Dates
12Trades
0Treynor Ratio
0.01Win Rate
-7.509Net Profit
20.38PSR
-0.5Sharpe Ratio
0Alpha
0Beta
-32.316CAR
17.4Drawdown
-0.16Loss Rate
9Parameters
0Security Types
-0.912Sortino Ratio
0Tradeable Dates
51Trades
0Treynor Ratio
0.29Win Rate
John left a comment in the discussion Algo: Flock
I'm trying to read the C code, so i can try this in python. Can someone help my understanding of...
John started the discussion How to implement a rolling closeWindow in my code with a universe of stocks?
I've been trying for days without success and I can't quite figure it out. I have indicators...
John started the discussion I can't get SPX option data to work
I saw the blog post that said quantconnect has index options but I can't get them to work. Is...
John started the discussion Appending symbols to Coasre Universe
I'm trying to append the symbols I'm currently invested in, into the coarse universe function....
-0.259Net Profit
14.522PSR
-0.965Sharpe Ratio
0Alpha
0Beta
-1.287CAR
0.7Drawdown
-0.01Loss Rate
38Parameters
0Security Types
-1.499Sortino Ratio
0Tradeable Dates
12Trades
0Treynor Ratio
0.01Win Rate
-7.509Net Profit
20.38PSR
-0.5Sharpe Ratio
0Alpha
0Beta
-32.316CAR
17.4Drawdown
-0.16Loss Rate
9Parameters
0Security Types
-0.912Sortino Ratio
0Tradeable Dates
51Trades
0Treynor Ratio
0.29Win Rate
John left a comment in the discussion Reset live trading
I have a similiar problem. The live trading is still displaying the paper trades which had a much...
John left a comment in the discussion Algo: Flock
I'm trying to read the C code, so i can try this in python. Can someone help my understanding of...
John started the discussion How to implement a rolling closeWindow in my code with a universe of stocks?
I've been trying for days without success and I can't quite figure it out. I have indicators...
John started the discussion I can't get SPX option data to work
I saw the blog post that said quantconnect has index options but I can't get them to work. Is...
John started the discussion Appending symbols to Coasre Universe
I'm trying to append the symbols I'm currently invested in, into the coarse universe function....
John left a comment in the discussion Appending symbols to Coasre Universe
Thanks Fred, I think that was it.
John left a comment in the discussion Appending symbols to Coasre Universe
I removed the code that sells the securities to help illustrate the issue. As the algorithm buys...
John left a comment in the discussion Appending symbols to Coasre Universe
Take a look at the last backtest I attached and let me know if you need something else. That one...
John left a comment in the discussion Appending symbols to Coasre Universe
Thanks for taking a look at this, but I'm still having trouble…
John left a comment in the discussion Reset live trading
I have a similiar problem. The live trading is still displaying the paper trades which had a much...
2 years ago