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-1.483Net Profit
0PSR
-7.911Sharpe Ratio
-0.128Alpha
-0.014Beta
-12.538CAR
1.5Drawdown
-0.19Loss Rate
10Parameters
2Security Types
29Tradeable Dates
33Trades
9.437Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
47Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
52Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
48Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Kyrillos started the discussion SMA wrong vales with tick data
so I have and algorithm that Involves the built-in SMA on daily resolution but the algorithm it...
Kyrillos started the discussion Need help with using zip file for custom data
I'm currently testing my algorithm with custom data, when I use .csv file everything works fine but...
Kyrillos started the discussion Problem with futures
I have a strange problem with one of my futures algorithms, I've added the ticker ES with extended...
Kyrillos left a comment in the discussion Need help with using zip file for custom data
I found in the documents that I can use zip file, I have no problem using a csv but the file size...
-1.483Net Profit
0PSR
-7.911Sharpe Ratio
-0.128Alpha
-0.014Beta
-12.538CAR
1.5Drawdown
-0.19Loss Rate
10Parameters
2Security Types
29Tradeable Dates
33Trades
9.437Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
47Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
52Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
48Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Kyrillos started the discussion SMA wrong vales with tick data
so I have and algorithm that Involves the built-in SMA on daily resolution but the algorithm it...
Kyrillos started the discussion Need help with using zip file for custom data
I'm currently testing my algorithm with custom data, when I use .csv file everything works fine but...
Kyrillos started the discussion Problem with futures
I have a strange problem with one of my futures algorithms, I've added the ticker ES with extended...
Kyrillos left a comment in the discussion Need help with using zip file for custom data
https://www.quantconnect.com/docs/v2/writing-algorithms/importing-data/streaming-data/key-concepts#0...
Kyrillos left a comment in the discussion Need help with using zip file for custom data
I found in the documents that I can use zip file, I have no problem using a csv but the file size...
Kyrillos left a comment in the discussion Need help with using zip file for custom data
https://www.quantconnect.com/docs/v2/writing-algorithms/importing-data/streaming-data/key-concepts#0...
2 years ago