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16.878Net Profit
99.708PSR
2.307Sharpe Ratio
0Alpha
0Beta
19.425CAR
0.7Drawdown
-0.46Loss Rate
94Parameters
1Security Types
0Tradeable Dates
34Trades
0Treynor Ratio
1.23Win Rate
Stephen left a comment in the discussion Coding environment does not load?
I've been experiences issues since last night. I have a backtest that when I clone it gives me...
Stephen left a comment in the discussion Help with my strategy.
I suggest looking into rolling windows and consolidators to track your open/high/low/close/volume...
Stephen left a comment in the discussion VIX Index Stagnant Prices Dec 17 2021 - Current
Tried to add this to the data issues forum but it seems to have not ended up there.
Stephen started the discussion Pulling the exact full amount of history for an asset
One of the green notifications I get during my backtest is:
16.878Net Profit
99.708PSR
2.307Sharpe Ratio
0Alpha
0Beta
19.425CAR
0.7Drawdown
-0.46Loss Rate
94Parameters
1Security Types
0Tradeable Dates
34Trades
0Treynor Ratio
1.23Win Rate
Stephen left a comment in the discussion Coding environment does not load?
I'll attach the original backtest. The strategy is a simple KNN with a fixed rolling window. If...
Stephen left a comment in the discussion Coding environment does not load?
I've been experiences issues since last night. I have a backtest that when I clone it gives me...
Stephen left a comment in the discussion Help with my strategy.
I suggest looking into rolling windows and consolidators to track your open/high/low/close/volume...
Stephen left a comment in the discussion VIX Index Stagnant Prices Dec 17 2021 - Current
Tried to add this to the data issues forum but it seems to have not ended up there.
Stephen started the discussion Pulling the exact full amount of history for an asset
One of the green notifications I get during my backtest is:
Stephen started the discussion Manual Insight During Live Trading
Its possible to submit a manual order for any security in your universe during live trading however...
Stephen started the discussion Schedule event in Alpha Framework
I would like to reset some booleans at the beginning of each trading day. One thing I notice in...
Stephen left a comment in the discussion VIX, Daily The issue starts from Mar 23rd, 2021; and continues until May 6th, 2021
Adding to this: It seems the daily resolution and hour resolution have constant datetime indexes...
Stephen left a comment in the discussion UVXY split data not updated, Minute The issue starts from May 1st, 2021 09:37 AM; and continues until Jun 14th, 2021
Any idea when this factor file will be updated? It's been about a month now.
Stephen started the discussion Where do I find the code for the framework modules I select when building a new algorithm framework?
I'm currently looking for the MaximumUnrealizedProfitPercentPerSecurity module to try to modify it...
Stephen started the discussion Weekly Indicator - Research Notebook
Could someone post some super basic code outlining how I would build a weekly RSI for SPY in the...
Stephen started the discussion Circuit Breaker
I notice in my paper trading account that orders are being cleared during circuit breaker periods...
Stephen started the discussion Grouping insights by which Alpha model emitted them
I was looking at the documentation for the Alpha frameworks and it mentions that in cases of...
Stephen started the discussion Monte Carlo Simulations
Its probably an ambitious endeavor but I feel its worth paying additional monthly fees for a...
Stephen started the discussion Tax Adjusted Backtests
It would be so cool if there was a little checkbox or something that allowed us to run a backtests...
Stephen started the discussion Dynamically reference backtest metrics
I'd like to implement the Kelly Criterion to a stragegy and being able to access the win%, loss%,...
Stephen started the discussion Custom Charts in Live Trading Terminal
Hi all,
Stephen started the discussion Problem with Scheduled Functions
I'm trying to get two functions to alternate their execution during market hours only. The premise...
Stephen started the discussion Imported Data Not Working in LiveMode
I followed the API and documentation and during my backtests I'm able to pull the data I desire...
Stephen started the discussion Advanced Template
Took a while to comb through the API, Documentation, Forums, and Lean Engine to compile this. ...
Stephen started the discussion Security is marked as non-tradeable (non-tradable)
I'm using a basic universe selection that pulls from coarse at its most basic level and runs the...
Stephen started the discussion Universe Warmup Python
I've read through everything I can on the forums but I'm still having difficulty getting my...
Stephen started the discussion How do you import Quandl Spot VIX data in the research environment?
I've attached a copy of the notebook I'm trying to assemble. The vix futures is returning an...
Stephen started the discussion Trailing Stop
I put together some structure for those looking for more insight into trailing stops. This logic...
Stephen started the discussion SPY Volume Rate of Change
Hello everyone,
Stephen started the discussion Live accounts vs. Paper account: Margin concerns
If you have a 4x margin account with IB and have your algorithm set to utilize only 2x margin can...
Stephen left a comment in the discussion Coding environment does not load?
I'll attach the original backtest. The strategy is a simple KNN with a fixed rolling window. If...
1 years ago