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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
1578Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
VasilK left a comment in the discussion How do you create a Timed Exit strategy using a date?
Hi!I took it as a challange and came up with this code - hope it helps :)
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
1578Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
VasilK left a comment in the discussion How do you create a Timed Exit strategy using a date?
Much more elegant solution Vladimir - thanks for sharing! :)
VasilK left a comment in the discussion How do you create a Timed Exit strategy using a date?
Hi!I took it as a challange and came up with this code - hope it helps :)
VasilK left a comment in the discussion How do you create a Timed Exit strategy using a date?
Much more elegant solution Vladimir - thanks for sharing! :)
3 years ago