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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.003Net Profit
-1.65Sharpe Ratio
0.019Alpha
-2.266Beta
-0.373CAR
0Drawdown
33Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
6Trades
0.001Treynor Ratio
67Win Rate
Mark started the discussion Volume direction?
Hello, not sure what exactly this is called, but on ThinkOrSwim, when I add the VolumeAvg study, it...
Mark started the discussion Confused on API doc
When I am in the editor and click on the left for "API". I expect to be able to type in...
Mark started the discussion Universe selection - Volume instead of DollarVolume
I would like one of my universe filters to be based on avg volume (shares) , not dollar volume. Is...
Mark started the discussion Coarse Universe Selection- Price < 50day SMA Give no results
In this algo I am basically trying to do a coarse selection of stocks that have Price < 50 day...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.003Net Profit
-1.65Sharpe Ratio
0.019Alpha
-2.266Beta
-0.373CAR
0Drawdown
33Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
6Trades
0.001Treynor Ratio
67Win Rate
Mark left a comment in the discussion How to set candlesticks to heiken ashi as default
Can you post an example of how you would consolidate HeikinAshi to 30 minute bars? Thanks
Mark started the discussion Volume direction?
Hello, not sure what exactly this is called, but on ThinkOrSwim, when I add the VolumeAvg study, it...
Mark started the discussion Confused on API doc
When I am in the editor and click on the left for "API". I expect to be able to type in...
Mark started the discussion Universe selection - Volume instead of DollarVolume
I would like one of my universe filters to be based on avg volume (shares) , not dollar volume. Is...
Mark started the discussion Coarse Universe Selection- Price < 50day SMA Give no results
In this algo I am basically trying to do a coarse selection of stocks that have Price < 50 day...
Mark started the discussion Any way to filter Universe Selection by Beta?
Beta is a pretty big deal with stocks. Just curious if there is any way to do coarse or fine...
Mark left a comment in the discussion Universe selector price meaning
Thank you so much Gurumeher.. that worked.
Mark left a comment in the discussion Universe selector price meaning
I am also using a universe, not AddEquity. So specifically how would you tell the algo to return...
Mark left a comment in the discussion Any way to filter Universe Selection by Beta?
Thanks. This is basically what I ended up doing. Had to use Accord .NET etc to do the calculations...
Mark left a comment in the discussion Coarse Universe Selection- Price < 50day SMA Give no results
This added another issue.. when calling AddSecurity() in SelectionData - this triggers the...
Mark left a comment in the discussion Coarse Universe Selection- Price < 50day SMA Give no results
I ended up finding my answer in this post. Basically I needed to run the history inside the...
Mark left a comment in the discussion How to set candlesticks to heiken ashi as default
Can you post an example of how you would consolidate HeikinAshi to 30 minute bars? Thanks
4 years ago