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25.027Net Profit
0.561Sharpe Ratio
0.206Alpha
-5.431Beta
8.602CAR
18.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
681Tradeable Dates
1Trades
-0.018Treynor Ratio
0Win Rate
Recordatio started the discussion Newbie help
Hi,
Recordatio left a comment in the discussion Closing trades after a certain amount of time?
I want to do this as well but the examples above doesn't liquidate. I have attached a backtest.
Recordatio left a comment in the discussion Newbie help
Thanks Jing!
Recordatio left a comment in the discussion Newbie help
Solved the first question. Still wondering how to compare different days closes?
25.027Net Profit
0.561Sharpe Ratio
0.206Alpha
-5.431Beta
8.602CAR
18.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
681Tradeable Dates
1Trades
-0.018Treynor Ratio
0Win Rate
Recordatio started the discussion Newbie help
Hi,
Recordatio left a comment in the discussion Closing trades after a certain amount of time?
Solved it with another counter in my code.
Recordatio left a comment in the discussion Closing trades after a certain amount of time?
I want to do this as well but the examples above doesn't liquidate. I have attached a backtest.
Recordatio left a comment in the discussion Newbie help
Thanks Jing!
Recordatio left a comment in the discussion Newbie help
Solved the first question. Still wondering how to compare different days closes?
Recordatio left a comment in the discussion Newbie help
This is my code below.import...
Recordatio left a comment in the discussion Disable Auto Build
Hi,
Recordatio left a comment in the discussion Closing trades after a certain amount of time?
Solved it with another counter in my code.
6 years ago