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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
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
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
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
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
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...
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...
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...
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...
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
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
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
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
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
-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
-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
-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...
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.
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...
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...
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...
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...
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...
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...
Samwel started the discussion How do you create a Timed Exit strategy using a date?
Hi,
Samwel started the discussion How do you alter your algorithm indicators to have custom timeframes?
Hi,
Samwel started the discussion How do i identify relevant support and resitance level?
Hey,
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...
Samwel started the discussion HELP WITH STRATEGY EXECUTION!
Hi, i'm faced with an error: value error
Samwel started the discussion Custom Timeframes for Candlestick Patterns.
Hi,
Samwel left a comment in the discussion HELP WITH STRATEGY EXECUTION!
Thank you Varade, i will keep that in mind.
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...
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...
Samwel left a comment in the discussion How do i inherit a class from another .py file successfully?
Hey Varade Kabade,
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.
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