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24.307Net Profit

99.688PSR

5.508Sharpe Ratio

0.642Alpha

0.1Beta

103.588CAR

4.4Drawdown

-0.25Loss Rate

32Parameters

0Security Types

5.701Sortino Ratio

77Tradeable Dates

268Trades

6.515Treynor Ratio

0.42Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

486Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0.049Net Profit

100PSR

14.603Sharpe Ratio

-0.014Alpha

0.019Beta

2.345CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

1.677Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

253Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

5.08Net Profit

90.856PSR

6.081Sharpe Ratio

0.694Alpha

-0.252Beta

80.5CAR

2.6Drawdown

61Loss Rate

2Parameters

1Security Types

0.1594Sortino Ratio

0Tradeable Dates

128Trades

-2.477Treynor Ratio

39Win Rate

Grateful started the discussion Day Trade Algo Step 1: Universe Creation

Hi all,

Grateful started the discussion Automating backtests on dozens of pairs

I've calculated the correlation coefficient on every possible stock pair in the S&P, and...

Grateful started the discussion MACD indicator for multiple equities in rolling window using consolidator

I went ahead and started a new thread because this seems to be a theme that comes up often, and the...

Grateful started the discussion Finding historical chart gaps and fills

Has anyone worked on detecting historical gaps and fills in candlestick charts? For example, on a...

24.307Net Profit

99.688PSR

5.508Sharpe Ratio

0.642Alpha

0.1Beta

103.588CAR

4.4Drawdown

-0.25Loss Rate

32Parameters

0Security Types

5.701Sortino Ratio

77Tradeable Dates

268Trades

6.515Treynor Ratio

0.42Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

486Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0.049Net Profit

100PSR

14.603Sharpe Ratio

-0.014Alpha

0.019Beta

2.345CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

1.677Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

253Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

5.08Net Profit

90.856PSR

6.081Sharpe Ratio

0.694Alpha

-0.252Beta

80.5CAR

2.6Drawdown

61Loss Rate

2Parameters

1Security Types

0.1594Sortino Ratio

0Tradeable Dates

128Trades

-2.477Treynor Ratio

39Win Rate

Grateful started the discussion Day Trade Algo Step 1: Universe Creation

Hi all,

Grateful started the discussion Automating backtests on dozens of pairs

I've calculated the correlation coefficient on every possible stock pair in the S&P, and...

Grateful started the discussion MACD indicator for multiple equities in rolling window using consolidator

I went ahead and started a new thread because this seems to be a theme that comes up often, and the...

Grateful started the discussion Finding historical chart gaps and fills

Has anyone worked on detecting historical gaps and fills in candlestick charts? For example, on a...

Grateful left a comment in the discussion Finding historical chart gaps and fills

Thank you Derek Melchin The thread is helpful, but I'm looking for more of a log of past gaps,...

Grateful left a comment in the discussion Limit order fill

Hi Ximin,

Grateful left a comment in the discussion Alpha Streams Market

I love to see the innovation and industry disruption happening here. Excited for future...

Grateful left a comment in the discussion MACD indicator for multiple equities in rolling window using consolidator

SOLVED!

Grateful left a comment in the discussion Coarse and Fine filter SMA (using SymbolData class) on daily resolution and get the current price of those symbols with minute resolution

This code helped me quite a bit with building consolidators of all sizes.

Grateful left a comment in the discussion Coarse and Fine filter SMA (using SymbolData class) on daily resolution and get the current price of those symbols with minute resolution

Hi Eduardo, are you able to attach a backtest? This will make it much easier to help you.

Grateful left a comment in the discussion Finding historical chart gaps and fills

Thank you Derek Melchin The thread is helpful, but I'm looking for more of a log of past gaps,...

3 years ago