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-0.582Net Profit
9.123PSR
-0.566Sharpe Ratio
-0.01Alpha
0.005Beta
-0.992CAR
1.9Drawdown
0Loss Rate
1Parameters
0Security Types
-1.368Sortino Ratio
183Tradeable Dates
66Trades
-1.605Treynor Ratio
0.01Win Rate
-1.121Net Profit
2.117PSR
-0.341Sharpe Ratio
-0.005Alpha
0.001Beta
-0.562CAR
2.9Drawdown
-0.01Loss Rate
8Parameters
1Security Types
-0.531Sortino Ratio
626Tradeable Dates
895Trades
-5.724Treynor Ratio
0.11Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Robert started the discussion Examples for using order book data?
I see we have an OrderBook class now, but I don't see anything written on the forums about this...
Robert started the discussion How to manage limit orders
I'm working on a strategy using limit orders, and I need to manage an order on each side, so the...
Robert started the discussion Why am I getting slippage on limit orders?
I'm logging the FillPrice and it shows that I'm getting slippage on limit orders. Why is this...
Robert started the discussion 100% win rate with negative returns and $0 fees
I don't know where my losses are coming from, in this attached backtest. The overview shows 100%...
-0.582Net Profit
9.123PSR
-0.566Sharpe Ratio
-0.01Alpha
0.005Beta
-0.992CAR
1.9Drawdown
0Loss Rate
1Parameters
0Security Types
-1.368Sortino Ratio
183Tradeable Dates
66Trades
-1.605Treynor Ratio
0.01Win Rate
-1.121Net Profit
2.117PSR
-0.341Sharpe Ratio
-0.005Alpha
0.001Beta
-0.562CAR
2.9Drawdown
-0.01Loss Rate
8Parameters
1Security Types
-0.531Sortino Ratio
626Tradeable Dates
895Trades
-5.724Treynor Ratio
0.11Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Robert started the discussion Examples for using order book data?
I see we have an OrderBook class now, but I don't see anything written on the forums about this...
Robert started the discussion How to manage limit orders
I'm working on a strategy using limit orders, and I need to manage an order on each side, so the...
Robert started the discussion Why am I getting slippage on limit orders?
I'm logging the FillPrice and it shows that I'm getting slippage on limit orders. Why is this...
Robert started the discussion 100% win rate with negative returns and $0 fees
I don't know where my losses are coming from, in this attached backtest. The overview shows 100%...
Robert left a comment in the discussion "Alpha Engine" implementation?
Here's a C# implementation of intrinsic time.
Robert left a comment in the discussion Wrap C# classes for use in research book?
Hi Shile,
Robert started the discussion "Alpha Engine" implementation?
Has anyone tried an implementation of The Alpha Engine, the forex strategy described in the paper...
Robert started the discussion Premarket TradeBarConsolidator
How do I create a TradeBarConsolidator which collects all the premarket activity, midnight to 9:30?
Robert started the discussion Question about custom Renko-like chart
How can I draw a custom Renko-like chart? Like Renko, time is not used as an axis, and instead, a...
Robert started the discussion Example z-score of pair ratio?
I'd like to try a strategy using the z-score of a ratio of two assets, but it seems we don't have a...
Robert started the discussion Robinhood broker on QC?
Might this allow for QC integration? I guess these are unofficial. Really looking forward to 0-fee...
Robert started the discussion How to create a RollingWindow with custom datatype?
The documentation says we can use any type when creating a RollingWindow instance, but I am getting...
Robert started the discussion Wrap C# classes for use in research book?
It seems that there are some things I can only do in QC using C#, and I would like to use this...
Robert left a comment in the discussion "Alpha Engine" implementation?
Actually, I spotted a bug in the NewCandlestick method, so I fix that, and posted the updated file...
Robert left a comment in the discussion "Alpha Engine" implementation?
Feedback, critiques, and suggestions are much appreciated. And especially, any help on how to run...
Robert left a comment in the discussion "Alpha Engine" implementation?
Hi Shile,
Robert left a comment in the discussion Wrap C# classes for use in research book?
Actually, I am wondering again if this is possible, because it seems there's no way to plot charts...
Robert left a comment in the discussion "Alpha Engine" implementation?
Here's a C# implementation of intrinsic time.
3 years ago