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16.411Net Profit
38.619PSR
0.742Sharpe Ratio
0.144Alpha
0.006Beta
16.411CAR
12.8Drawdown
56Loss Rate
18Parameters
1Security Types
0.0386Sortino Ratio
252Tradeable Dates
657Trades
24.664Treynor Ratio
44Win Rate
Ralph started the discussion Enabling fractional trading when working with live broker
So naturally small account balances will have rather different behaviour due to the relative costs...
Ralph started the discussion Uploading/Loading in a datafile from disk? Not time series data
Hi,
Ralph started the discussion Scheduled code runs on the same day over and over
Hello,
Ralph started the discussion Daily run loop cutting off around entry number 3900 despite there being ~70,000 entries with no error being raised?
Hi
Ralph started the discussion How is the following code executing any trades!?
I was having difficulty seeing why one of my backtests was behaving as it was, and at some point...
16.411Net Profit
38.619PSR
0.742Sharpe Ratio
0.144Alpha
0.006Beta
16.411CAR
12.8Drawdown
56Loss Rate
18Parameters
1Security Types
0.0386Sortino Ratio
252Tradeable Dates
657Trades
24.664Treynor Ratio
44Win Rate
Ralph started the discussion Enabling fractional trading when working with live broker
So naturally small account balances will have rather different behaviour due to the relative costs...
Ralph started the discussion Uploading/Loading in a datafile from disk? Not time series data
Hi,
Ralph started the discussion Scheduled code runs on the same day over and over
Hello,
Ralph started the discussion Daily run loop cutting off around entry number 3900 despite there being ~70,000 entries with no error being raised?
Hi
Ralph started the discussion How is the following code executing any trades!?
I was having difficulty seeing why one of my backtests was behaving as it was, and at some point...
Ralph started the discussion Rate limited messaging and debugging strategies on the platform
Hi
Ralph left a comment in the discussion How to access Tickets in the Symbol of the Universe
This is good advice, cheers.
Ralph left a comment in the discussion How to access Tickets in the Symbol of the Universe
A fair point. Sadly it makes importing my work a pain; the ticker reference gave some flexibility.
Ralph left a comment in the discussion How to access Tickets in the Symbol of the Universe
Hi
Ralph left a comment in the discussion Scheduled code runs on the same day over and over
Thank you both for your answers, clearly I should become more familiar with the documentation.
5 years ago