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-0.02Net Profit

-5.292Sharpe Ratio

-0.017Alpha

0.609Beta

-0.575CAR

0Drawdown

100Loss Rate

2Parameters

1Security Types

0Sortino Ratio

9Tradeable Dates

2Trades

-0.009Treynor Ratio

0Win Rate

0.785Net Profit

1.501Sharpe Ratio

1.809Alpha

-85.846Beta

25.273CAR

2.5Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

9Tradeable Dates

2Trades

-0.003Treynor Ratio

100Win Rate

4.1Net Profit

1.09Sharpe Ratio

2.065Alpha

-90.17Beta

90.522CAR

16.7Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

20Tradeable Dates

3Trades

-0.008Treynor Ratio

100Win Rate

Lucas started the discussion Clarification on what is needed to run local (LEAN) backtest using non-us exchange stocks

Hi All,

Lucas started the discussion One cancels the other order: Insufficient buying power

Hi All,

Lucas started the discussion Does IB Brokerage Model include immediate settlement?

Hi All,

Lucas left a comment in the discussion Noob question: Get list of symbols from OnData Tradebar

ThanksĀ Gurumeher Sawhney, that worked! Cheers

-0.02Net Profit

-5.292Sharpe Ratio

-0.017Alpha

0.609Beta

-0.575CAR

0Drawdown

100Loss Rate

2Parameters

1Security Types

0Sortino Ratio

9Tradeable Dates

2Trades

-0.009Treynor Ratio

0Win Rate

0.785Net Profit

1.501Sharpe Ratio

1.809Alpha

-85.846Beta

25.273CAR

2.5Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

9Tradeable Dates

2Trades

-0.003Treynor Ratio

100Win Rate

4.1Net Profit

1.09Sharpe Ratio

2.065Alpha

-90.17Beta

90.522CAR

16.7Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

20Tradeable Dates

3Trades

-0.008Treynor Ratio

100Win Rate

Lucas started the discussion Clarification on what is needed to run local (LEAN) backtest using non-us exchange stocks

Hi All,

Lucas started the discussion One cancels the other order: Insufficient buying power

Hi All,

Lucas started the discussion Does IB Brokerage Model include immediate settlement?

Hi All,

Lucas left a comment in the discussion Using Google Trends to Predict Markets

Hi Guys, I am keen on recreating the above algo without the discussed look ahead bias. I have ~180...

Lucas left a comment in the discussion Noob question: Get list of symbols from OnData Tradebar

ThanksĀ Gurumeher Sawhney, that worked! Cheers

Lucas left a comment in the discussion One cancels the other order: Insufficient buying power

Hi Link Liang, thanks for taking the time to reply back to me and for picking up in the line 58...

Lucas left a comment in the discussion One cancels the other order: Insufficient buying power

Hi Link Liang, I realised this may not have anything to do with the OCO function. Because of this,...

Lucas left a comment in the discussion Does IB Brokerage Model include immediate settlement?

To answer my own question, it appears an IB 'Cash' Account requires a 3 day settlement for funds to...

Lucas started the discussion Using google trends to predict stock market direction (without look ahead bias)

Hi All, I am interested in implementing some of the feedback in the comments of the thread in the...

Lucas started the discussion Noob question: Get list of symbols from OnData Tradebar

Hi All,

Lucas left a comment in the discussion Support for one-cancels-the-other order (OCO )

Hi @ Levitikon and others,

Lucas started the discussion Add previous value of indicator to rolling window custom class of multiple securities in C#

Hi All,

Lucas started the discussion Get symbol (for use in schedule function) from universe

Hi, I am just getting my head around universes but I am having one simple problem. I cant get a...

Lucas started the discussion Add all possible free data to cart

The goal here is rather then individually have to select each currency pair and resolution then add...

Lucas started the discussion How do I add an entry to the system path variable (C:\Python27)

https://github.com/QuantConnect/Lean/tree/master/Algorithm.PythonI am getting an error: Unable...

Lucas started the discussion VS2015 Python: Unable to import python module

Hi All, I've followed the steps on this discussion:

Lucas started the discussion Kelly position sizing

Has anyone successfully applied the kelly position sizing criterion to a backtest?

Lucas started the discussion QuantConnect Plugin Desktop Mode

Hi all,

Lucas left a comment in the discussion Using Google Trends to Predict Markets

Hi Guys, I am keen on recreating the above algo without the discussed look ahead bias. I have ~180...

5 years ago