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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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
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
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
Tate started the discussion Simple Moving Average of a Custom Indicator
Hello All,
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...
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...
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...
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...
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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
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
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
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,
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...
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...
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...
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...
Tate started the discussion HELP: Indicator Extenions.Of use with PSAR
Hello,
Tate started the discussion Universe Trading and StopLoss
Hello,
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...
Tate started the discussion HELP: Indicator Extenions.Minus
Hello,
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...
Tate left a comment in the discussion HELP: Indicator Extenions.Minus
Hi Valadimir,
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...
Tate left a comment in the discussion Realtime/Intraday Universe Selection?
Hi Charles Naccio
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...
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