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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Josh started the discussion First day opening quote during backtest
I'm working on a new algorithm that starts by getting the past N days worth of opening quotes,...
Josh left a comment in the discussion First day opening quote during backtest
Here you go, and here's the output from the log. Note how _PrintPrice is never called on day 1.
Josh left a comment in the discussion First day opening quote during backtest
Thanks, but I don't think that's quite right:
Josh started the discussion Fill simulator at a different resolution than bar?
I added an event that I run 15 minutes before MarketClose. In it, I make a trade decision and...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Josh started the discussion First day opening quote during backtest
I'm working on a new algorithm that starts by getting the past N days worth of opening quotes,...
Josh left a comment in the discussion First day opening quote during backtest
Thanks!
Josh left a comment in the discussion First day opening quote during backtest
Here you go, and here's the output from the log. Note how _PrintPrice is never called on day 1.
Josh left a comment in the discussion First day opening quote during backtest
Thanks, but I don't think that's quite right:
Josh started the discussion Fill simulator at a different resolution than bar?
I added an event that I run 15 minutes before MarketClose. In it, I make a trade decision and...
Josh left a comment in the discussion First day opening quote during backtest
Thanks!
2 years ago