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165.749Net Profit
75.352PSR
2.792Sharpe Ratio
1.271Alpha
0.938Beta
124.143CAR
37Drawdown
0Loss Rate
6Parameters
0Security Types
2.802Sortino Ratio
305Tradeable Dates
1Trades
1.811Treynor Ratio
0Win Rate
10Parameters
0Security Types
228Tradeable Dates
Rory started the discussion Get Highest Momentum Indicator
QC Team and Community
Rory started the discussion Why do I see no Sell Orders?
Why does this algo not initiate sell orders from this code?
Rory started the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value
I need some help handling multiple symbols for my strategy. My goal is to buy multiple securities...
165.749Net Profit
75.352PSR
2.792Sharpe Ratio
1.271Alpha
0.938Beta
124.143CAR
37Drawdown
0Loss Rate
6Parameters
0Security Types
2.802Sortino Ratio
305Tradeable Dates
1Trades
1.811Treynor Ratio
0Win Rate
10Parameters
0Security Types
228Tradeable Dates
Rory started the discussion Get Highest Momentum Indicator
QC Team and Community
Rory started the discussion Why do I see no Sell Orders?
Why does this algo not initiate sell orders from this code?
Rory started the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value
I need some help handling multiple symbols for my strategy. My goal is to buy multiple securities...
Rory left a comment in the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value
Hi Alexandre,
Rory left a comment in the discussion Get price of multiple symbols in OnData and compare each symbol's price to each symbol's indicator value
Hi Alexandre,
5 years ago