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66.244Net Profit
24.026PSR
0.707Sharpe Ratio
0.044Alpha
1.227Beta
18.445CAR
32.7Drawdown
-0.67Loss Rate
0Parameters
0Security Types
1.106Sortino Ratio
0Tradeable Dates
490Trades
0.122Treynor Ratio
0.82Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2015Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Justin started the discussion Custom indicator throws runtime error when registered with Field.Volume
I created a custom volatility indicator that's throwing only “Runtime Error:” with no other...
Justin started the discussion Price data error even though checking data.ContainsKey
I've attached an algorithm that uses coarse and fine filters to select a universe and rebalances...
Justin left a comment in the discussion Price data error even though checking data.ContainsKey
Thanks for the info on dictionary sorting! That's super helpful.
Justin left a comment in the discussion Custom indicator throws runtime error when registered with Field.Volume
Thanks, Fred! I had wanted to take advantage of the automatic warmup but I can do that manually.
66.244Net Profit
24.026PSR
0.707Sharpe Ratio
0.044Alpha
1.227Beta
18.445CAR
32.7Drawdown
-0.67Loss Rate
0Parameters
0Security Types
1.106Sortino Ratio
0Tradeable Dates
490Trades
0.122Treynor Ratio
0.82Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2015Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Justin started the discussion Custom indicator throws runtime error when registered with Field.Volume
I created a custom volatility indicator that's throwing only “Runtime Error:” with no other...
Justin started the discussion Price data error even though checking data.ContainsKey
I've attached an algorithm that uses coarse and fine filters to select a universe and rebalances...
Justin left a comment in the discussion Price data error even though checking data.ContainsKey
Thanks, Varad. Now that I'm seeing it, that makes total sense. Appreciate the help!
Justin left a comment in the discussion Price data error even though checking data.ContainsKey
Thanks for the info on dictionary sorting! That's super helpful.
Justin left a comment in the discussion Custom indicator throws runtime error when registered with Field.Volume
Thanks, Fred! I had wanted to take advantage of the automatic warmup but I can do that manually.
Justin started the discussion Logging Lists and Dictionaries
Hey all, excited to be here!
Justin started the discussion Understanding the price error when buying in OnSecuritiesChanged
I have a simple algorithm that is similar to the Liquid Universe selection in the Boot Camp...
Justin started the discussion Are indicator periods for all calendar days or only trading days?
When using an indicator such as…
Justin left a comment in the discussion Are indicator periods for all calendar days or only trading days?
Thanks, Mak! For anyone else landing on this, here's the solution I came up with using...
Justin left a comment in the discussion Understanding the price error when buying in OnSecuritiesChanged
Hey Fred, thanks for clarifying that. I'll stick to buying in onData. Appreciate the help!
Justin left a comment in the discussion Understanding the price error when buying in OnSecuritiesChanged
Here's the algorithm for reference.
Justin left a comment in the discussion Price data error even though checking data.ContainsKey
Thanks, Varad. Now that I'm seeing it, that makes total sense. Appreciate the help!
2 years ago