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9Parameters

0Security Types

0Tradeable Dates

3.749Net Profit

65.772PSR

2.109Sharpe Ratio

-0.083Alpha

0.357Beta

20.214CAR

5.6Drawdown

38Loss Rate

0Parameters

1Security Types

0.5838Sortino Ratio

0Tradeable Dates

17Trades

0.588Treynor Ratio

62Win Rate

3Parameters

0Security Types

5Tradeable Dates

3Parameters

0Security Types

5Tradeable Dates

2Parameters

0Security Types

5Tradeable Dates

Ez started the discussion Setting Algo to buy at preivous high

Hey, I'm trying to figure out how I could get my Algo to buy at the previous day or week high when...

Ez started the discussion How to Set Target Percentage In Order

I have been looking at the limit and stop orders and I am having trouble getting my algo to take...

Ez started the discussion Weekly Data Consolidator (How to Start at the beginning of the Wk or Month)

I am currently making a weekly tradebar with the data Consolidator. When I debug and view the log...

Ez started the discussion Rolling Window and Data Consolidator

Hello, so I am currently using the calendar.type shortcut to make consolidated weekly tradebars. In...

Ez started the discussion How to only request trades during market hours

I am currently having two problems. The first problem is my algorithm keeps making trades @...

9Parameters

0Security Types

0Tradeable Dates

3.749Net Profit

65.772PSR

2.109Sharpe Ratio

-0.083Alpha

0.357Beta

20.214CAR

5.6Drawdown

38Loss Rate

0Parameters

1Security Types

0.5838Sortino Ratio

0Tradeable Dates

17Trades

0.588Treynor Ratio

62Win Rate

3Parameters

0Security Types

5Tradeable Dates

3Parameters

0Security Types

5Tradeable Dates

2Parameters

0Security Types

5Tradeable Dates

2Parameters

0Security Types

5Tradeable Dates

2Parameters

0Security Types

5Tradeable Dates

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

13Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

11Parameters

0Security Types

39Tradeable Dates

9Parameters

0Security Types

303Tradeable Dates

-11.992Net Profit

7.285PSR

-0.238Sharpe Ratio

-0.048Alpha

-0.142Beta

-9.802CAR

33.7Drawdown

33Loss Rate

9Parameters

1Security Types

-0.026Sortino Ratio

312Tradeable Dates

102Trades

0.445Treynor Ratio

67Win Rate

19Parameters

0Security Types

100Tradeable Dates

19Parameters

0Security Types

100Tradeable Dates

21Parameters

0Security Types

100Tradeable Dates

19Parameters

0Security Types

100Tradeable Dates

21Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

7Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

113.49Net Profit

73.912PSR

5.845Sharpe Ratio

6.153Alpha

-2.199Beta

355.148CAR

50.4Drawdown

0Loss Rate

6Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

1Trades

-2.993Treynor Ratio

0Win Rate

113.49Net Profit

73.912PSR

5.845Sharpe Ratio

6.153Alpha

-2.199Beta

355.148CAR

50.4Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

1Trades

-2.993Treynor Ratio

0Win Rate

5Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

5Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

4Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

113.49Net Profit

73.912PSR

5.845Sharpe Ratio

6.153Alpha

-2.199Beta

355.148CAR

50.4Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

1Trades

-2.993Treynor Ratio

0Win Rate

Ez started the discussion Setting Algo to buy at preivous high

Hey, I'm trying to figure out how I could get my Algo to buy at the previous day or week high when...

Ez started the discussion How to Set Target Percentage In Order

I have been looking at the limit and stop orders and I am having trouble getting my algo to take...

Ez started the discussion Weekly Data Consolidator (How to Start at the beginning of the Wk or Month)

I am currently making a weekly tradebar with the data Consolidator. When I debug and view the log...

Ez started the discussion Rolling Window and Data Consolidator

Hello, so I am currently using the calendar.type shortcut to make consolidated weekly tradebars. In...

Ez started the discussion How to only request trades during market hours

I am currently having two problems. The first problem is my algorithm keeps making trades @...

Ez started the discussion Requesting History by the Calendar Month

I a looking for a way to request historical data from the last calendar month. I see you can use...

Ez left a comment in the discussion Requesting History by the Calendar Month

Douglas Stridsberg

Ez left a comment in the discussion Requesting History by the Calendar Month

Douglas Stridsberg

Ez left a comment in the discussion How to only request trades during market hours

Eric Davis, I don't think that fully solves either one of my problems. But I'll keep giving it a...

Ez left a comment in the discussion Rolling Window and Data Consolidator

Douglas Stridsberg, could you give this discussion a look if you don't mind.

Ez left a comment in the discussion Rolling Window and Data Consolidator

Thank You! Lol, that's why I shouldn't cod with a lack of sleep.

Ez left a comment in the discussion Requesting History by the Calendar Month

Douglas Stridsberg , won't using rolling windows require the algorithm to collect and fill up all...

5 years ago