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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
53Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-73.941Net Profit
5.888PSR
-0.451Sharpe Ratio
-0.507Alpha
-1.385Beta
-73.749CAR
88.9Drawdown
-28.18Loss Rate
41Parameters
0Security Types
-0.667Sortino Ratio
366Tradeable Dates
42Trades
0.34Treynor Ratio
31.88Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.318Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
-5.532CAR
0.3Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
121Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
3.835Net Profit
48.355PSR
0.862Sharpe Ratio
0.257Alpha
-5.489Beta
153.425CAR
3.9Drawdown
0Loss Rate
5Parameters
0Security Types
1.392Sortino Ratio
458Tradeable Dates
2Trades
-0.027Treynor Ratio
0Win Rate
Rajats179 started the discussion Selecting Option Contracts by Greeks (delta)
Hi there,
Rajats179 started the discussion Issue with Backtesting Bull Put Credit Spreads
Hi everyone,
Rajats179 started the discussion Getting the VIX RSI
Hi all,
Rajats179 started the discussion Trigger a function if an equity drops 1% on the daily
What is the most efficient way to check if an equity dropped by 1% on the daily in Python?
Rajats179 started the discussion Consolidators with Heikin-ashi and Ema
How can I pass heikin-ashi prices to indicators like EMA and SMA when using consolidators?
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
53Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-73.941Net Profit
5.888PSR
-0.451Sharpe Ratio
-0.507Alpha
-1.385Beta
-73.749CAR
88.9Drawdown
-28.18Loss Rate
41Parameters
0Security Types
-0.667Sortino Ratio
366Tradeable Dates
42Trades
0.34Treynor Ratio
31.88Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.318Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
-5.532CAR
0.3Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
121Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
3.835Net Profit
48.355PSR
0.862Sharpe Ratio
0.257Alpha
-5.489Beta
153.425CAR
3.9Drawdown
0Loss Rate
5Parameters
0Security Types
1.392Sortino Ratio
458Tradeable Dates
2Trades
-0.027Treynor Ratio
0Win Rate
0Parameters
0Security Types
161Tradeable Dates
0Parameters
0Security Types
161Tradeable Dates
0Parameters
0Security Types
389Tradeable Dates
Rajats179 started the discussion Selecting Option Contracts by Greeks (delta)
Hi there,
Rajats179 started the discussion Issue with Backtesting Bull Put Credit Spreads
Hi everyone,
Rajats179 started the discussion Getting the VIX RSI
Hi all,
Rajats179 started the discussion Trigger a function if an equity drops 1% on the daily
What is the most efficient way to check if an equity dropped by 1% on the daily in Python?
Rajats179 started the discussion Consolidators with Heikin-ashi and Ema
How can I pass heikin-ashi prices to indicators like EMA and SMA when using consolidators?
Rajats179 started the discussion Complex indicator extensions
Hi there,
Rajats179 left a comment in the discussion OptionChainProvider and Weekly options
to be honest I swithed from this to using the below instead because i had some issues with options...
Rajats179 left a comment in the discussion Issue with Backtesting Bull Put Credit Spreads
the error is:
Rajats179 left a comment in the discussion OptionChainProvider and Weekly options
yup!
Rajats179 started the discussion Put Credit Spreads
Hi there,
Rajats179 started the discussion Issue with Expiry dates not matching
Hi there,
Rajats179 left a comment in the discussion Option Margin Requirements
awesome can't wait :)
Rajats179 left a comment in the discussion Put Credit Spreads
Goldie Yalamanchi can you discuss via Quantconnect SLACK? add me Rajat Sharma
Rajats179 left a comment in the discussion Complex indicator extensions
Derek Melchin thats fine I can revert to using close instead of hlc3.
3 years ago