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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Hayden started the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)
Hey everyone,
Hayden started the discussion AddEquity and scheduled events
Hey everyone,
Hayden started the discussion History not gathering data from day before (indicator warmup)
Hi everyone,
Hayden left a comment in the discussion AddEquity and scheduled events
Hey Derek,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Hayden started the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)
Hey everyone,
Hayden started the discussion AddEquity and scheduled events
Hey everyone,
Hayden started the discussion History not gathering data from day before (indicator warmup)
Hi everyone,
Hayden left a comment in the discussion History not gathering data from day before (indicator warmup)
Hey Derek thanks for the response,
Hayden left a comment in the discussion AddEquity and scheduled events
Hey Derek,
Hayden left a comment in the discussion AddEquity and scheduled events
Here a backtest showing the issue. In the logs you can see that the securities aren't being added...
Hayden left a comment in the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)
Hey Derek,
Hayden left a comment in the discussion Changing time frame for when timeslice is created / data is received (TimeSlice class?)
Hey Derek, thanks for answering so quickly
Hayden left a comment in the discussion History not gathering data from day before (indicator warmup)
Hey Derek thanks for the response,
4 years ago