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6.494Net Profit
1.736Sharpe Ratio
0.047Alpha
0.183Beta
9.387CAR
2.8Drawdown
38Loss Rate
0Parameters
1Security Types
0.4493Sortino Ratio
177Tradeable Dates
88Trades
0.478Treynor Ratio
62Win Rate
17.444Net Profit
0.17Sharpe Ratio
0.009Alpha
0.004Beta
1.14CAR
25.7Drawdown
0Loss Rate
5Parameters
2Security Types
0Sortino Ratio
4435Tradeable Dates
697Trades
2.655Treynor Ratio
0Win Rate
Hao started the discussion Rebalance Non-Supported Symbols
Hi,
Hao started the discussion Live Trading Interactive Brokers Currency Conversion
Hi,
Hao left a comment in the discussion Futures data not accessible in research environment
I think there is a memory limit and if you hit the memory limit the kernel will die
Hao left a comment in the discussion Schedule Single Event on Backtest Start Date
Hi,
6.494Net Profit
1.736Sharpe Ratio
0.047Alpha
0.183Beta
9.387CAR
2.8Drawdown
38Loss Rate
0Parameters
1Security Types
0.4493Sortino Ratio
177Tradeable Dates
88Trades
0.478Treynor Ratio
62Win Rate
17.444Net Profit
0.17Sharpe Ratio
0.009Alpha
0.004Beta
1.14CAR
25.7Drawdown
0Loss Rate
5Parameters
2Security Types
0Sortino Ratio
4435Tradeable Dates
697Trades
2.655Treynor Ratio
0Win Rate
Hao left a comment in the discussion Partner wanted, system already developed
Hi Timothy,
Hao started the discussion Rebalance Non-Supported Symbols
Hi,
Hao started the discussion Live Trading Interactive Brokers Currency Conversion
Hi,
Hao left a comment in the discussion Futures data not accessible in research environment
I think there is a memory limit and if you hit the memory limit the kernel will die
Hao left a comment in the discussion Schedule Single Event on Backtest Start Date
Hi,
Hao left a comment in the discussion Schedule Single Event on Backtest Start Date
Hi,
Hao left a comment in the discussion Gold Seasonality Strategy
I agree with that sentiment. Also looking back at the blogs the results utilise a stop loss which...
Hao left a comment in the discussion Scheduled code runs on the same day over and over
You can also use the insert code snippet function so the text is more readable. But as the others...
Hao left a comment in the discussion Partner wanted, system already developed
Hi Timothy,
4 years ago