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.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
806Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
49.264Net Profit
38.404PSR
0.901Sharpe Ratio
0.05Alpha
0.547Beta
14.789CAR
16.3Drawdown
42Loss Rate
0Parameters
1Security Types
0.1251Sortino Ratio
732Tradeable Dates
644Trades
0.197Treynor Ratio
58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
46Parameters
1Security Types
0Sortino Ratio
1304Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
5827Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
11.369Net Profit
14.388PSR
0.604Sharpe Ratio
0.017Alpha
-0.013Beta
1.808CAR
6.1Drawdown
-0.28Loss Rate
1Parameters
0Security Types
0.619Sortino Ratio
1512Tradeable Dates
102Trades
-1.214Treynor Ratio
0.38Win Rate
Rishab started the discussion Discrepancy between SMA 200 values on QuantConnect and those on ThinkorSwim
Hi,
Rishab started the discussion Orders not getting filled.
Hi,
Rishab started the discussion How to sell a security during the day while on a daily resolution.
I am trying to figure out how to sell securities during the day while having a daily resolution for...
Rishab started the discussion Orders not getting filled.
Hi,
Rishab started the discussion Error Importing 1 minute CSV data
Hi,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
806Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
49.264Net Profit
38.404PSR
0.901Sharpe Ratio
0.05Alpha
0.547Beta
14.789CAR
16.3Drawdown
42Loss Rate
0Parameters
1Security Types
0.1251Sortino Ratio
732Tradeable Dates
644Trades
0.197Treynor Ratio
58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
46Parameters
1Security Types
0Sortino Ratio
1304Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
5827Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
11.369Net Profit
14.388PSR
0.604Sharpe Ratio
0.017Alpha
-0.013Beta
1.808CAR
6.1Drawdown
-0.28Loss Rate
1Parameters
0Security Types
0.619Sortino Ratio
1512Tradeable Dates
102Trades
-1.214Treynor Ratio
0.38Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1512Tradeable Dates
284Trades
0Treynor Ratio
0Win Rate
Rishab started the discussion Discrepancy between SMA 200 values on QuantConnect and those on ThinkorSwim
Hi,
Rishab started the discussion Orders not getting filled.
Hi,
Rishab started the discussion How to sell a security during the day while on a daily resolution.
I am trying to figure out how to sell securities during the day while having a daily resolution for...
Rishab started the discussion Orders not getting filled.
Hi,
Rishab started the discussion Error Importing 1 minute CSV data
Hi,
Rishab left a comment in the discussion Lazy Bear SQZ MOM indicator in QC
Here is how I made the Squeeze Oscillator
Rishab left a comment in the discussion 32k character limit
To get a bigger file size, you will need to pay to upgrade your plan
Rishab left a comment in the discussion How to sell a security during the day while on a daily resolution.
Hey Nico Xenox,
Rishab left a comment in the discussion How to sell a security during the day while on a daily resolution.
I get what you are trying to do with the one minute, but is there any way to get a smaller time...
Rishab left a comment in the discussion Msft, Daily The issue starts from Feb 13th, 2020; and continues until Feb 13th, 2020
See the post:
Rishab started the discussion Orders keep getting cancelled in backtest
The following is a short algo I created. There are two things I need help with.
Rishab started the discussion Cancel Orders One day after they are not filled
Hi,
Rishab left a comment in the discussion Orders not getting filled.
Thanks for the answer. Would you mind sharing your thoughts on this post: Orders not getting...
1 years ago