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1.694Net Profit
67.609PSR
8.861Sharpe Ratio
-0.003Alpha
0.997Beta
271.993CAR
2.2Drawdown
0Loss Rate
7Parameters
0Security Types
5Tradeable Dates
1Trades
1.972Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Keith started the discussion Running lean live locally
Hello. I am attempting to use my interactive brokers account to run lean locally and I am receiving...
Keith started the discussion AlphaModel error
I am getting the following error "An error occurred during this backtest:During the algorithm...
Keith left a comment in the discussion Running lean live locally
how do reset my settings/configuration for Interactive Brokers on my local lean environment?
Keith left a comment in the discussion Running lean live locally
I am not using “lean cloud” or “lean data download." I am using the command "lean live...
1.694Net Profit
67.609PSR
8.861Sharpe Ratio
-0.003Alpha
0.997Beta
271.993CAR
2.2Drawdown
0Loss Rate
7Parameters
0Security Types
5Tradeable Dates
1Trades
1.972Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.524Net Profit
36.369PSR
0.249Sharpe Ratio
0.021Alpha
-0.627Beta
3.426CAR
6.9Drawdown
-0.18Loss Rate
10Parameters
0Security Types
0.209Sortino Ratio
0Tradeable Dates
46Trades
-0.052Treynor Ratio
0.21Win Rate
1.047Net Profit
81.94PSR
2.359Sharpe Ratio
0.059Alpha
-0.011Beta
5.374CAR
3Drawdown
0Loss Rate
16Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
2Trades
-5.015Treynor Ratio
1.05Win Rate
-1.453Net Profit
25.438PSR
-0.309Sharpe Ratio
-0.038Alpha
-0.005Beta
-5.072CAR
4.5Drawdown
-1.83Loss Rate
16Parameters
0Security Types
-0.216Sortino Ratio
0Tradeable Dates
6Trades
7.849Treynor Ratio
2.27Win Rate
3.318Net Profit
73.095PSR
4.5Sharpe Ratio
1.209Alpha
-0.463Beta
89.328CAR
1.7Drawdown
-1.33Loss Rate
6Parameters
0Security Types
-1.579Sortino Ratio
0Tradeable Dates
3Trades
-2.228Treynor Ratio
0Win Rate
Keith started the discussion Running lean live locally
Hello. I am attempting to use my interactive brokers account to run lean locally and I am receiving...
Keith started the discussion AlphaModel error
I am getting the following error "An error occurred during this backtest:During the algorithm...
Keith left a comment in the discussion Running lean live locally
Do I need to be login to quantconnect to run lean live?
Keith left a comment in the discussion Running lean live locally
how do reset my settings/configuration for Interactive Brokers on my local lean environment?
Keith left a comment in the discussion Running lean live locally
I am not using “lean cloud” or “lean data download." I am using the command "lean live...
Keith started the discussion Pass information from aphla model to log at the end of the algorthim
I would like to log/debug information that is in the alpha class model at the end of the algorithm....
Keith started the discussion CurrentTimeStepElapsed: 1.0 minutes in Isolator.cs:line 175. and rollingwindow conversion
I am getting an error":Runtime Error: Algorithm took longer than 10 minutes on a single time loop....
Keith started the discussion Market profile indicator
Does anyone have an example of the market profile indicator in python? When I try to use it, get an...
Keith started the discussion Incorrect volume with consolidator
I am using a 5 min consolidator. I noticed that the volume of 5 min consolidated bar is different...
Keith started the discussion Profit loss ratio
This may be a stupid question. What is the profit loss ratio? It is the total profit/total loss? I...
Keith left a comment in the discussion Incorrect volume with consolidator
Hi Fred,
Keith left a comment in the discussion Incorrect volume with consolidator
Hi Fred,
Keith left a comment in the discussion Incorrect volume with consolidator
Hi Fred, I think it is a systemic issue: It is the same for HES, for example 1 min bar with...
Keith started the discussion Using intraday data for daily indictors?
What is the process for using the 3:30 pm price in a daily moving average instead of the...
Keith started the discussion Help with creating a rolling dataframe of OHLCV in aphlaModel famework
Hello,
Keith started the discussion Why does WeightingPortfolioConstructionModel PCM sell asset during rebalance on Long Insight?
Hi, I am using the WeightingPortfolioConstructionModel(rebalance = timedelta(hours=1)) PCM and I...
Keith started the discussion Buy bonds when there no holdings algo
Hi All,
Keith started the discussion Does the university resolution need set to minute resolution for alphas?
I am working on developing an alpha that using hourly and daily resolution. Does the university...
Keith started the discussion Increase backtest run time?
Is there anyway to increase the run time for a backtest? I noticed it a previous forum that maximum...
Keith started the discussion Schedule ML Training
Is it possible to schedule machine learning training an alpha model framework? I am trying to use...
Keith started the discussion Active insights and RiskManagmenet
I am using an alpha framework, I have my alpha model which generates insights and the...
Keith left a comment in the discussion Running lean live locally
Do I need to be login to quantconnect to run lean live?
5 months ago