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0.154Net Profit
0.633Sharpe Ratio
3.315Alpha
-172.188Beta
12.75CAR
2Drawdown
50Loss Rate
0Parameters
2Security Types
0.0356Sortino Ratio
3Tradeable Dates
16Trades
-0.001Treynor Ratio
50Win Rate
-0.054Net Profit
-0.722Sharpe Ratio
0.205Alpha
-18.386Beta
-2.516CAR
0.6Drawdown
57Loss Rate
10Parameters
2Security Types
0.0228Sortino Ratio
6Tradeable Dates
14Trades
0.001Treynor Ratio
43Win Rate
Terence started the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems
Hello everyone,
Terence started the discussion RemoveSecurity does not work intra-day
Hello there,
Terence left a comment in the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems
Hello Xin,
Terence left a comment in the discussion Documentation discussion algorithm-reference/importing-custom-data
If you get the "Sequence contains no elements" error when importing your custom data from a CSV...
0.154Net Profit
0.633Sharpe Ratio
3.315Alpha
-172.188Beta
12.75CAR
2Drawdown
50Loss Rate
0Parameters
2Security Types
0.0356Sortino Ratio
3Tradeable Dates
16Trades
-0.001Treynor Ratio
50Win Rate
-0.054Net Profit
-0.722Sharpe Ratio
0.205Alpha
-18.386Beta
-2.516CAR
0.6Drawdown
57Loss Rate
10Parameters
2Security Types
0.0228Sortino Ratio
6Tradeable Dates
14Trades
0.001Treynor Ratio
43Win Rate
Terence started the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems
Hello everyone,
Terence started the discussion RemoveSecurity does not work intra-day
Hello there,
Terence left a comment in the discussion RemoveSecurity does not work intra-day
Hello Alethea,
Terence left a comment in the discussion Option Trading on Custom Data - OnSecuritiesChanged behaviour problems
Hello Xin,
Terence left a comment in the discussion Documentation discussion algorithm-reference/importing-custom-data
If you get the "Sequence contains no elements" error when importing your custom data from a CSV...
Terence left a comment in the discussion RemoveSecurity does not work intra-day
Hello Alethea,
5 years ago