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50.117Net Profit
30.07PSR
0.744Sharpe Ratio
0.111Alpha
1.457Beta
26.729CAR
31.4Drawdown
-2.29Loss Rate
0Parameters
1Security Types
883Tradeable Dates
41Trades
0.166Treynor Ratio
0Win Rate
Dimitri started the discussion Odd results in orders history
Can someone help me take a look at this code? The very basic algorithm is in the comments at the...
Dimitri left a comment in the discussion Odd results in orders history
# region imports from AlgorithmImports import * # endregion # Filter: # Average daily dollar...
50.117Net Profit
30.07PSR
0.744Sharpe Ratio
0.111Alpha
1.457Beta
26.729CAR
31.4Drawdown
-2.29Loss Rate
0Parameters
1Security Types
883Tradeable Dates
41Trades
0.166Treynor Ratio
0Win Rate
Dimitri started the discussion Odd results in orders history
Can someone help me take a look at this code? The very basic algorithm is in the comments at the...
Dimitri left a comment in the discussion Odd results in orders history
Everything breaks when it starts trading MYGN
Dimitri left a comment in the discussion Odd results in orders history
# region imports from AlgorithmImports import * # endregion # Filter: # Average daily dollar...
Dimitri left a comment in the discussion Odd results in orders history
Everything breaks when it starts trading MYGN
2 years ago