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160.606Net Profit
83.536PSR
1.918Sharpe Ratio
-0.004Alpha
0.484Beta
89.347CAR
33.1Drawdown
-9.62Loss Rate
0Parameters
1Security Types
0Tradeable Dates
18Trades
1.181Treynor Ratio
24.28Win Rate
David started the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
When I warm up a weekly consolidator + indicator, I found that it uses Thursday to Wednesday prices...
David left a comment in the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
The code which creates consolidator and indicator is in the alpha.py file. I copy it as below:
David left a comment in the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
The response from Mia AI seems to be useless …
160.606Net Profit
83.536PSR
1.918Sharpe Ratio
-0.004Alpha
0.484Beta
89.347CAR
33.1Drawdown
-9.62Loss Rate
0Parameters
1Security Types
0Tradeable Dates
18Trades
1.181Treynor Ratio
24.28Win Rate
David started the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
When I warm up a weekly consolidator + indicator, I found that it uses Thursday to Wednesday prices...
David left a comment in the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
I also found that if I change algorithm's set_start_date and indicator's warm_up_period, the...
David left a comment in the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
The code which creates consolidator and indicator is in the alpha.py file. I copy it as below:
David left a comment in the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
The response from Mia AI seems to be useless …
David left a comment in the discussion Weekly Indicator Warm Up with Thursday to Wednesday prices?
I also found that if I change algorithm's set_start_date and indicator's warm_up_period, the...
1 years ago