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12Parameters
1Security Types
334Tradeable Dates
8Parameters
1Security Types
2097Tradeable Dates
8Parameters
1Security Types
2265Tradeable Dates
24Parameters
1Security Types
2097Tradeable Dates
23.826Net Profit
0.333PSR
0.366Sharpe Ratio
0.012Alpha
-0.006Beta
1.377CAR
9.1Drawdown
52Loss Rate
31Parameters
1Security Types
0.1134Sortino Ratio
0Tradeable Dates
2261Trades
-1.91Treynor Ratio
48Win Rate
HUANG started the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hello,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hi Alexandre,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hi Shile Wen,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
There is a bug in the source strategy: the benchmark SPY should not be invested. Here is the...
12Parameters
1Security Types
334Tradeable Dates
8Parameters
1Security Types
2097Tradeable Dates
8Parameters
1Security Types
2265Tradeable Dates
24Parameters
1Security Types
2097Tradeable Dates
23.826Net Profit
0.333PSR
0.366Sharpe Ratio
0.012Alpha
-0.006Beta
1.377CAR
9.1Drawdown
52Loss Rate
31Parameters
1Security Types
0.1134Sortino Ratio
0Tradeable Dates
2261Trades
-1.91Treynor Ratio
48Win Rate
27Parameters
1Security Types
0Tradeable Dates
HUANG started the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hello,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hi Arthur,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hi Alexandre,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hi Shile Wen,
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
There is a bug in the source strategy: the benchmark SPY should not be invested. Here is the...
HUANG left a comment in the discussion Algorithm Framework fine selected new symbols fail to appear in AddedSecurities of OnSecuritiesChanged()
Hi Arthur,
5 years ago