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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Frank started the discussion Using both 5min and 1 day consolidator in 1 min Universe. Cant get 1 day consolidator working
Been working on this for a few days and read many posts and sample code. My 5 min consolidator...
Frank left a comment in the discussion Using both 5min and 1 day consolidator in 1 min Universe. Cant get 1 day consolidator working
Thanks for the response and suggestion. I added that line in my DaySymbolData and commented out...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
18Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Frank started the discussion Using both 5min and 1 day consolidator in 1 min Universe. Cant get 1 day consolidator working
Been working on this for a few days and read many posts and sample code. My 5 min consolidator...
Frank left a comment in the discussion Using both 5min and 1 day consolidator in 1 min Universe. Cant get 1 day consolidator working
Thank you. Very insightful. WarmUp and IsReady have been very confusing for me. Also, I...
Frank left a comment in the discussion Using both 5min and 1 day consolidator in 1 min Universe. Cant get 1 day consolidator working
Thanks for the response and suggestion. I added that line in my DaySymbolData and commented out...
Frank left a comment in the discussion Using both 5min and 1 day consolidator in 1 min Universe. Cant get 1 day consolidator working
Thank you. Very insightful. WarmUp and IsReady have been very confusing for me. Also, I...
3 years ago