We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
11.321Net Profit
0.383Sharpe Ratio
0.109Alpha
-3.809Beta
2.996CAR
21Drawdown
70Loss Rate
1Security Types
0.12154005513044Sortino Ratio
915Tradeable Dates
231Trades
-0.009Treynor Ratio
30Win Rate
Pushpendra started the discussion How to generate the Rolling Window of 4-TradeBars
Hi,
Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars
Thanks for your suggestion. The check for 'if object is not None' helped.
11.321Net Profit
0.383Sharpe Ratio
0.109Alpha
-3.809Beta
2.996CAR
21Drawdown
70Loss Rate
1Security Types
0.12154005513044Sortino Ratio
915Tradeable Dates
231Trades
-0.009Treynor Ratio
30Win Rate
Pushpendra started the discussion How to generate the Rolling Window of 4-TradeBars
Hi,
Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars
attached backtest, please take a look for None TradeBars
Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars
Thanks for your suggestion. The check for 'if object is not None' helped.
Pushpendra left a comment in the discussion How to generate the Rolling Window of 4-TradeBars
attached backtest, please take a look for None TradeBars
6 years ago