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Public Backtests (8)

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Focused Violet Frog

2.834Net Profit

47.001PSR

0.921Sharpe Ratio

0.002Alpha

0.934Beta

8.663CAR

3.9Drawdown

0Loss Rate

1Parameters

0Security Types

2.119Sortino Ratio

104Tradeable Dates

2Trades

0.066Treynor Ratio

0Win Rate

Logical Yellow Mosquito

5.998Net Profit

42.752PSR

0.851Sharpe Ratio

0.038Alpha

0.087Beta

6.535CAR

6.7Drawdown

-4.78Loss Rate

21Parameters

0Security Types

1.358Sortino Ratio

287Tradeable Dates

23Trades

0.625Treynor Ratio

1.06Win Rate

Calm Fluorescent Yellow Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

21Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

600Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Apricot kitten

5.851Net Profit

39.483PSR

0.769Sharpe Ratio

0.035Alpha

0.096Beta

6.373CAR

7.5Drawdown

-4.99Loss Rate

8Parameters

0Security Types

1.241Sortino Ratio

287Tradeable Dates

23Trades

0.563Treynor Ratio

1.11Win Rate

Fat Black Horse

7.392Net Profit

24.449PSR

0.559Sharpe Ratio

0.013Alpha

0.096Beta

3.784CAR

6.5Drawdown

-4.8Loss Rate

23Parameters

0Security Types

0.914Sortino Ratio

600Tradeable Dates

25Trades

0.337Treynor Ratio

1.1Win Rate


Community

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Samwel started the discussion How do you extract previous indicator values and use it as a condition for either buying or selling?

Hey, i have been attempting to create  a rolling window for EMA values, that i can then use to...

2 years ago

Samwel left a comment in the discussion How do you extract previous indicator values and use it as a condition for either buying or selling?

Thank you Cole , it worked.

2 years ago

Samwel started the discussion Need help with my algorithm.

The basis of my algorithm is to compare the lows and the highs of previous bars, i created a...

3 years ago

Samwel started the discussion How do i "look-back" at previous bars?

Hello,I am trying to construct an algorithm that compares the values of the current bar with those...

3 years ago

Samwel started the discussion How do you Identify Support and Resitance levels within price data?

How do you Identify Support and Resitance levels within price data? and how do you use it as...

3 years ago

Focused Violet Frog

2.834Net Profit

47.001PSR

0.921Sharpe Ratio

0.002Alpha

0.934Beta

8.663CAR

3.9Drawdown

0Loss Rate

1Parameters

0Security Types

2.119Sortino Ratio

104Tradeable Dates

2Trades

0.066Treynor Ratio

0Win Rate

Logical Yellow Mosquito

5.998Net Profit

42.752PSR

0.851Sharpe Ratio

0.038Alpha

0.087Beta

6.535CAR

6.7Drawdown

-4.78Loss Rate

21Parameters

0Security Types

1.358Sortino Ratio

287Tradeable Dates

23Trades

0.625Treynor Ratio

1.06Win Rate

Calm Fluorescent Yellow Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

21Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

600Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Apricot kitten

5.851Net Profit

39.483PSR

0.769Sharpe Ratio

0.035Alpha

0.096Beta

6.373CAR

7.5Drawdown

-4.99Loss Rate

8Parameters

0Security Types

1.241Sortino Ratio

287Tradeable Dates

23Trades

0.563Treynor Ratio

1.11Win Rate

Fat Black Horse

7.392Net Profit

24.449PSR

0.559Sharpe Ratio

0.013Alpha

0.096Beta

3.784CAR

6.5Drawdown

-4.8Loss Rate

23Parameters

0Security Types

0.914Sortino Ratio

600Tradeable Dates

25Trades

0.337Treynor Ratio

1.1Win Rate

Jumping Sky Blue Koala

-22.314Net Profit

0PSR

-0.176Sharpe Ratio

-0.032Alpha

0.129Beta

-2.081CAR

36.3Drawdown

-0.56Loss Rate

9Parameters

0Security Types

-0.299Sortino Ratio

3718Tradeable Dates

2282Trades

-0.107Treynor Ratio

0.55Win Rate

Measured Blue Frog

-11.502Net Profit

0.101PSR

-0.239Sharpe Ratio

-0.016Alpha

-0.008Beta

-2.411CAR

18.4Drawdown

-0.45Loss Rate

9Parameters

0Security Types

-0.437Sortino Ratio

1551Tradeable Dates

1021Trades

2.139Treynor Ratio

0.57Win Rate

Measured Orange Goshawk

-2.959Net Profit

4.353PSR

-0.534Sharpe Ratio

-0.018Alpha

-0.022Beta

-2.951CAR

5.9Drawdown

0Loss Rate

6Parameters

0Security Types

-0.901Sortino Ratio

314Tradeable Dates

1Trades

1.057Treynor Ratio

0Win Rate

Samwel started the discussion How do you extract previous indicator values and use it as a condition for either buying or selling?

Hey, i have been attempting to create  a rolling window for EMA values, that i can then use to...

2 years ago

Samwel left a comment in the discussion How do you extract previous indicator values and use it as a condition for either buying or selling?

Thank you Cole , it worked.

2 years ago

Samwel started the discussion Need help with my algorithm.

The basis of my algorithm is to compare the lows and the highs of previous bars, i created a...

3 years ago

Samwel started the discussion How do i "look-back" at previous bars?

Hello,I am trying to construct an algorithm that compares the values of the current bar with those...

3 years ago

Samwel started the discussion How do you Identify Support and Resitance levels within price data?

How do you Identify Support and Resitance levels within price data? and how do you use it as...

3 years ago

Samwel started the discussion How do you save RollingWindow of data of multiple securities on 'class Symbol Data'?

How do you save RollingWindow of data of multiple securities on 'class Symbol Data'? My objective...

3 years ago

Samwel started the discussion How do you change timeframes of your algorithm to non-standard ones e.g. 4hr timeframes?

Hey, i'm trying to adjust the timeframes of my algorithm to non-standard timeframes such as 4hr or...

3 years ago

Samwel started the discussion How do i add custom period indicators on "class Symbol Data"?

Hi, i am attempting to add custom period indicator to my algorithm class Symbol Data, so that i can...

3 years ago

Samwel started the discussion How do you create a Timed Exit strategy using a date?

Hi, 

3 years ago

Samwel started the discussion How do you alter your algorithm indicators to have custom timeframes?

Hi,

3 years ago

Samwel started the discussion How do i identify relevant support and resitance level?

Hey,

3 years ago

Samwel started the discussion How do i inherit a class from another .py file successfully?

As i was attempting to inherit data from a class in another .py file, i got an error message...

3 years ago

Samwel started the discussion HELP WITH STRATEGY EXECUTION!

Hi, i'm faced with an error: value error

3 years ago

Samwel started the discussion Custom Timeframes for Candlestick Patterns.

Hi, 

3 years ago

Samwel left a comment in the discussion HELP WITH STRATEGY EXECUTION!

Thank you Varade, i will keep that in mind.

3 years ago

Samwel left a comment in the discussion HELP WITH STRATEGY EXECUTION!

Hey, I finally managed to get the algorithm to work, thanks in part to Jared Broad's previous...

3 years ago

Samwel left a comment in the discussion How do i inherit a class from another .py file successfully?

Here's a backtest of the strategy making use of the two conditions out of the three i'm trying to...

3 years ago

Samwel left a comment in the discussion How do i inherit a class from another .py file successfully?

Hey Varade Kabade, 

3 years ago

Samwel left a comment in the discussion How do you alter your algorithm indicators to have custom timeframes?

I found the errors i had made in the code. I found a way to make it run. 

3 years ago