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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
57Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
73.288Net Profit
0.705Sharpe Ratio
0.276Alpha
-7.801Beta
15.591CAR
20.5Drawdown
36Loss Rate
1Security Types
0.4798789123779Sortino Ratio
755Tradeable Dates
75Trades
-0.018Treynor Ratio
64Win Rate
43.525Net Profit
0.689Sharpe Ratio
0.242Alpha
-6.552Beta
13.747CAR
25.9Drawdown
38Loss Rate
1Security Types
0.03518926949306Sortino Ratio
506Tradeable Dates
62Trades
-0.02Treynor Ratio
62Win Rate
32.296Net Profit
0.669Sharpe Ratio
0.181Alpha
-4.839Beta
10.589CAR
17.4Drawdown
48Loss Rate
1Security Types
0.38594642146961Sortino Ratio
501Tradeable Dates
239Trades
-0.02Treynor Ratio
52Win Rate
Leigham started the discussion Algorithm Request
Would someone be interested in sharing an algo that checks to see if the open of the s&p500...
Leigham started the discussion Ema Universe
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/EmaCrossUniverseSelectionAlgorithm...
Leigham started the discussion Number of days in portfolio
Would anyone care to share a way to get the value for the number of days a security is in your...
Leigham started the discussion Filter based off of Sector
I've been looking through the FineFundamental properties in the Database and I haven't...
Leigham started the discussion Trailing Stop Loss
I'm already aware of how to impliment a stop loss in Quanconnect. But i'd like a better way...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
57Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
73.288Net Profit
0.705Sharpe Ratio
0.276Alpha
-7.801Beta
15.591CAR
20.5Drawdown
36Loss Rate
1Security Types
0.4798789123779Sortino Ratio
755Tradeable Dates
75Trades
-0.018Treynor Ratio
64Win Rate
43.525Net Profit
0.689Sharpe Ratio
0.242Alpha
-6.552Beta
13.747CAR
25.9Drawdown
38Loss Rate
1Security Types
0.03518926949306Sortino Ratio
506Tradeable Dates
62Trades
-0.02Treynor Ratio
62Win Rate
32.296Net Profit
0.669Sharpe Ratio
0.181Alpha
-4.839Beta
10.589CAR
17.4Drawdown
48Loss Rate
1Security Types
0.38594642146961Sortino Ratio
501Tradeable Dates
239Trades
-0.02Treynor Ratio
52Win Rate
Leigham started the discussion Algorithm Request
Would someone be interested in sharing an algo that checks to see if the open of the s&p500...
Leigham started the discussion Ema Universe
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/EmaCrossUniverseSelectionAlgorithm...
Leigham started the discussion Number of days in portfolio
Would anyone care to share a way to get the value for the number of days a security is in your...
Leigham started the discussion Filter based off of Sector
I've been looking through the FineFundamental properties in the Database and I haven't...
Leigham started the discussion Trailing Stop Loss
I'm already aware of how to impliment a stop loss in Quanconnect. But i'd like a better way...
Leigham started the discussion Consolidating Forex
I'm aware that there is an example as to how to consolidate futures:
Leigham started the discussion Timezone
Is there any example code in python as to how to change the timezone ? I'd like to change my...
Leigham started the discussion Please help me find the error in my calculation
The intention of the function below is to calcualte the beta of a security.
Leigham left a comment in the discussion Consolidating Forex
Ignore my post I made a typo. Sorry about that. Figured it out.
Leigham left a comment in the discussion Backtesting Order Fill Criteria / Engine and Other features
Can I please have an example of the VolumeShareSlippageModel in python ?
Leigham left a comment in the discussion Trailing Stop Loss
Thanks :). I think this is probably something that I should submit a feature request for as I bet...
Leigham left a comment in the discussion Andreas F Clenow Momentum
Thank you Lexx7 , I would love to code that strategy ableit I haven't bought that...
Leigham left a comment in the discussion Andreas F Clenow Momentum
Using your same parameters and slightly changing the code to return a True statement, and it seems...
Leigham started the discussion Need help with error
Can someone please offer me a hand ?
Leigham left a comment in the discussion Please help me find the error in my calculation
Thanks for the help albiet if you look at my code, my code does exactly what investopedia does. I...
6 years ago