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0Parameters
0Security Types
0Tradeable Dates
29.019Net Profit
59.084PSR
1.472Sharpe Ratio
0.38Alpha
-0.083Beta
41.308CAR
19.9Drawdown
88Loss Rate
5Parameters
1Security Types
-0.8365Sortino Ratio
187Tradeable Dates
18Trades
-4.501Treynor Ratio
12Win Rate
SherpaTrader started the discussion Alphavantage data for backtesting locally in visual studio
Is there a implementation of using alpha vantage to get free stock data for backtesting with LEAN...
SherpaTrader started the discussion Changing BrokerageName to Alpaca reduces profit from 54% to 29%
I am trading ETF using momentum algorithm, when using no SetBrokerageModel i get net return of...
SherpaTrader started the discussion Alpaca Paper trading on Lean Brokerage Error : must be of type BacktestingBrokerage for use wth the BacktestingTransactionHandler
trying to run Live Alpaca paper trading on LEAN locally, i changed the foloowing below
SherpaTrader started the discussion ScheduledUniverseSelectionModel With FineSelection Filtering order by Momentum
Tyring to use selection data filtering like here for data pulled from Dropbox. I have a dropbox...
SherpaTrader started the discussion Paper Trading Alpaca, market order OPG Not executing
I have been doing paper tranding against Alpaca, the trade shows up in Alpaca as OPG Market order...
0Parameters
0Security Types
0Tradeable Dates
29.019Net Profit
59.084PSR
1.472Sharpe Ratio
0.38Alpha
-0.083Beta
41.308CAR
19.9Drawdown
88Loss Rate
5Parameters
1Security Types
-0.8365Sortino Ratio
187Tradeable Dates
18Trades
-4.501Treynor Ratio
12Win Rate
SherpaTrader started the discussion Alphavantage data for backtesting locally in visual studio
Is there a implementation of using alpha vantage to get free stock data for backtesting with LEAN...
SherpaTrader started the discussion Changing BrokerageName to Alpaca reduces profit from 54% to 29%
I am trading ETF using momentum algorithm, when using no SetBrokerageModel i get net return of...
SherpaTrader started the discussion Alpaca Paper trading on Lean Brokerage Error : must be of type BacktestingBrokerage for use wth the BacktestingTransactionHandler
trying to run Live Alpaca paper trading on LEAN locally, i changed the foloowing below
SherpaTrader started the discussion ScheduledUniverseSelectionModel With FineSelection Filtering order by Momentum
Tyring to use selection data filtering like here for data pulled from Dropbox. I have a dropbox...
SherpaTrader started the discussion Paper Trading Alpaca, market order OPG Not executing
I have been doing paper tranding against Alpaca, the trade shows up in Alpaca as OPG Market order...
SherpaTrader started the discussion Highest price of day
for a given stock, what's the best way to tell inside onData, if that ticker price at the moment is...
SherpaTrader started the discussion Alpaca Two orders for same stock : Stop Loss Trail and TakeProfit LimitOrder at same time gets error
After Order is filled tyo buy i set
SherpaTrader started the discussion Can you have multiple scheduled Universe selections?
SherpaTrader left a comment in the discussion An inverted momentum rotation algorithm.
When you say multiple limit orders for exit, do you mean one per stock ticker? I was planning on...
SherpaTrader left a comment in the discussion An inverted momentum rotation algorithm.
Hi Warren
SherpaTrader left a comment in the discussion Algo: Losers of slowing descent.
Does this need to have some setwarmup done, before it can be run for live. since it uses 3 days of...
SherpaTrader left a comment in the discussion [Strategy] Opening Range Breakout
i tired to modify this algorithm by adding AddUniverse, and setting the secuiry...
SherpaTrader left a comment in the discussion Highest price of day
public void OnData(TradeBars data) { foreach (TradeBar bar in...
4 years ago