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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
23Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
R.mat started the discussion Run quantconnect/lean in localhost for plot the chart
According to the link...
R.mat started the discussion Simple strategy in Order Book
hi. I want to see how to implement a simple Order Imbalance strategyBy Order_Imbalance I mean the...
R.mat started the discussion How use a indicator in AlphaModel
I have an indicator that I want to use in an AlphaModel to predict.According to the...
R.mat started the discussion How use my indicator in AlphaModel
I have an indicator that I want to use in an AlphaModel to predict.According to the...
R.mat started the discussion About tick in data.Ticks
Hello. In one example I was working with tick data. I set the resolution to tick. As far as I...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
23Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
20Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
R.mat started the discussion Run quantconnect/lean in localhost for plot the chart
According to the link...
R.mat started the discussion Simple strategy in Order Book
hi. I want to see how to implement a simple Order Imbalance strategyBy Order_Imbalance I mean the...
R.mat started the discussion How use a indicator in AlphaModel
I have an indicator that I want to use in an AlphaModel to predict.According to the...
R.mat started the discussion How use my indicator in AlphaModel
I have an indicator that I want to use in an AlphaModel to predict.According to the...
R.mat started the discussion About tick in data.Ticks
Hello. In one example I was working with tick data. I set the resolution to tick. As far as I...
R.mat started the discussion Difference between Slice class and Tradebar class
hi
R.mat started the discussion A limit order book Construction by Quote and Trade data
Hi
R.mat left a comment in the discussion About tick in data.Ticks
Hi DerekThanks for your explanation about Tick Data and attached backtestAs well as other...
R.mat left a comment in the discussion A limit order book Construction by Quote and Trade data
Hello, and thank you for bringing up that topic.As previously stated, some out-of-range orders may...
3 years ago