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9.152Net Profit
85.859PSR
4.477Sharpe Ratio
1.672Alpha
-0.094Beta
742.26CAR
5.9Drawdown
0Loss Rate
7Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
-17.518Treynor Ratio
0Win Rate
Chris left a comment in the discussion Documentation discussion algorithm-framework/alpha-creation
Hello, I took a look at your example ~EmaCrossAlphaModel.cs. Inside of the Update method on...
9.152Net Profit
85.859PSR
4.477Sharpe Ratio
1.672Alpha
-0.094Beta
742.26CAR
5.9Drawdown
0Loss Rate
7Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
1Trades
-17.518Treynor Ratio
0Win Rate
Chris left a comment in the discussion Trading options in extended market hours
Hi Tabrez,
Chris left a comment in the discussion Documentation discussion algorithm-framework/alpha-creation
Hello, I took a look at your example ~EmaCrossAlphaModel.cs. Inside of the Update method on...
Chris left a comment in the discussion Trading options in extended market hours
Hi Tabrez,
4 years ago