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Public Backtests (6)

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Energetic Fluorescent Yellow Penguin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Apricot Manatee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Black Caribou

4.842Net Profit

61.152PSR

6.035Sharpe Ratio

3.172Alpha

4.074Beta

380.166CAR

10Drawdown

59Loss Rate

19Parameters

1Security Types

0.1306Sortino Ratio

7Tradeable Dates

139Trades

0.808Treynor Ratio

41Win Rate

Formal Fluorescent Pink Monkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Red-Orange Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

30Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Tate started the discussion Simple Moving Average of a Custom Indicator

Hello All,

3 years ago

Tate started the discussion Algorithm won't go past the warmup

I can't seem to figure out why my algorithm won't get past the warmup phase and do trades. No...

3 years ago

Tate started the discussion Getting a Algorithm to Execute at the Right Time

I have been thinking thinking lately how to make any algorithm slightly more accurate,  but first...

3 years ago

Tate started the discussion Help: Plot when a Stop Loss Sells

I am trying to figure out how to plot a sell when the stop loss sells the portfolio. It plots the...

3 years ago

Tate started the discussion Python Help: Rate of Change Indicator

Hello, I am trying to use the RateOfChangePercent indicator, but instead of setting a period to...

3 years ago

Energetic Fluorescent Yellow Penguin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Apricot Manatee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Black Caribou

4.842Net Profit

61.152PSR

6.035Sharpe Ratio

3.172Alpha

4.074Beta

380.166CAR

10Drawdown

59Loss Rate

19Parameters

1Security Types

0.1306Sortino Ratio

7Tradeable Dates

139Trades

0.808Treynor Ratio

41Win Rate

Formal Fluorescent Pink Monkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Red-Orange Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

30Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Yellow-Green Hyena

10.794Net Profit

83.213PSR

2.966Sharpe Ratio

0.217Alpha

0.393Beta

32.757CAR

3.3Drawdown

-0.73Loss Rate

0Parameters

0Security Types

2.426Sortino Ratio

91Tradeable Dates

8Trades

0.857Treynor Ratio

6.14Win Rate

Tate started the discussion Simple Moving Average of a Custom Indicator

Hello All,

3 years ago

Tate started the discussion Algorithm won't go past the warmup

I can't seem to figure out why my algorithm won't get past the warmup phase and do trades. No...

3 years ago

Tate started the discussion Getting a Algorithm to Execute at the Right Time

I have been thinking thinking lately how to make any algorithm slightly more accurate,  but first...

3 years ago

Tate started the discussion Help: Plot when a Stop Loss Sells

I am trying to figure out how to plot a sell when the stop loss sells the portfolio. It plots the...

3 years ago

Tate started the discussion Python Help: Rate of Change Indicator

Hello, I am trying to use the RateOfChangePercent indicator, but instead of setting a period to...

3 years ago

Tate started the discussion HELP: Indicator Extenions.Of use with PSAR

Hello, 

3 years ago

Tate started the discussion Universe Trading and StopLoss

Hello, 

3 years ago

Tate started the discussion Help: Making Volume Negative or Positive

Hello, looking for help with making a volume “Oscillator”. When you look at a typical bar chart...

3 years ago

Tate started the discussion HELP: Indicator Extenions.Minus

Hello, 

3 years ago

Tate left a comment in the discussion HELP: Indicator Extenions.Minus

So the bug is that IndicactorExtensions.Minus does not like using self.VWAP. I have tested it with...

3 years ago

Tate left a comment in the discussion HELP: Indicator Extenions.Minus

Thank you for the update Vladimir, is there a GitHub page for this bug so I know when it is fixed...

3 years ago

Tate left a comment in the discussion HELP: Indicator Extenions.Minus

Hi Valadimir, 

3 years ago

Tate left a comment in the discussion Help: Making Volume Negative or Positive

Hi Louis, Thank you for your answer, I was able to accomplish the same thing that you have done in...

3 years ago

Tate left a comment in the discussion Realtime/Intraday Universe Selection?

Hi Charles Naccio

3 years ago

Tate left a comment in the discussion Universe Trading and StopLoss

I was able to figure out the problem to my first two questions which were both related to the Risk...

3 years ago