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-2.946Net Profit
27.663PSR
-0.658Sharpe Ratio
-0.186Alpha
1.429Beta
-29.677CAR
10Drawdown
-0.26Loss Rate
0Parameters
0Security Types
-1.951Sortino Ratio
0Tradeable Dates
27Trades
-0.133Treynor Ratio
0.73Win Rate
0.472Net Profit
39.815PSR
0.433Sharpe Ratio
0.021Alpha
-0.348Beta
2.86CAR
2.8Drawdown
-0.14Loss Rate
23Parameters
0Security Types
0.839Sortino Ratio
0Tradeable Dates
172Trades
-0.074Treynor Ratio
0.16Win Rate
4.158Net Profit
88.384PSR
106.961Sharpe Ratio
10.452Alpha
2.441Beta
4015.458CAR
2.9Drawdown
-0.04Loss Rate
24Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
119Trades
4.999Treynor Ratio
0.16Win Rate
Andre started the discussion History Fails
Hi,
Andre started the discussion Indicators
Good day,
Andre started the discussion Runtime Error: Object reference not set to an instance of an object.
Hi,
Andre left a comment in the discussion Runtime Error: Object reference not set to an instance of an object.
Thank you so much, that worked.
-2.946Net Profit
27.663PSR
-0.658Sharpe Ratio
-0.186Alpha
1.429Beta
-29.677CAR
10Drawdown
-0.26Loss Rate
0Parameters
0Security Types
-1.951Sortino Ratio
0Tradeable Dates
27Trades
-0.133Treynor Ratio
0.73Win Rate
0.472Net Profit
39.815PSR
0.433Sharpe Ratio
0.021Alpha
-0.348Beta
2.86CAR
2.8Drawdown
-0.14Loss Rate
23Parameters
0Security Types
0.839Sortino Ratio
0Tradeable Dates
172Trades
-0.074Treynor Ratio
0.16Win Rate
4.158Net Profit
88.384PSR
106.961Sharpe Ratio
10.452Alpha
2.441Beta
4015.458CAR
2.9Drawdown
-0.04Loss Rate
24Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
119Trades
4.999Treynor Ratio
0.16Win Rate
Andre started the discussion History Fails
Hi,
Andre left a comment in the discussion History Fails
Hi Varad,
Andre started the discussion Indicators
Good day,
Andre started the discussion Runtime Error: Object reference not set to an instance of an object.
Hi,
Andre left a comment in the discussion Runtime Error: Object reference not set to an instance of an object.
Thank you so much, that worked.
Andre left a comment in the discussion Indicators
Hi Derek,
Andre left a comment in the discussion Indicators
class LiquidUniverseSelection(QCAlgorithm): filteredByPrice = None changes =...
Andre left a comment in the discussion History Fails
Hi Varad,
3 years ago