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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
250Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
404.093Net Profit
6.614PSR
0.577Sharpe Ratio
-0.004Alpha
0.911Beta
11.991CAR
30.2Drawdown
0Loss Rate
5Parameters
1Security Types
0.589Sortino Ratio
3591Tradeable Dates
1Trades
0.083Treynor Ratio
0Win Rate
251Tradeable Dates
287Tradeable Dates
Marc left a comment in the discussion VWAP Confusion - Please Help
FemtoTrader;
Marc left a comment in the discussion 0 DTE algorithm
Roberto - your Schedule code appears correct, for C#. The Python keywords are in lower_case :
Marc left a comment in the discussion Configure chart time axis to display market hours only
One workaround I use is to plot only the hours of interest - the hours during which my algo would...
Marc left a comment in the discussion No trades in backtest, Mia Can't Find an Issue
You're welcome Akira.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
250Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
404.093Net Profit
6.614PSR
0.577Sharpe Ratio
-0.004Alpha
0.911Beta
11.991CAR
30.2Drawdown
0Loss Rate
5Parameters
1Security Types
0.589Sortino Ratio
3591Tradeable Dates
1Trades
0.083Treynor Ratio
0Win Rate
251Tradeable Dates
287Tradeable Dates
Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE
I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.
Marc left a comment in the discussion VWAP Confusion - Please Help
FemtoTrader;
Marc left a comment in the discussion 0 DTE algorithm
Roberto - your Schedule code appears correct, for C#. The Python keywords are in lower_case :
Marc left a comment in the discussion Configure chart time axis to display market hours only
One workaround I use is to plot only the hours of interest - the hours during which my algo would...
Marc left a comment in the discussion No trades in backtest, Mia Can't Find an Issue
You're welcome Akira.
Marc left a comment in the discussion No trades in backtest, Mia Can't Find an Issue
Here is the backtest - with some logging of various values (with formatting).
Marc started the discussion Weird Backtest List Behavior Today
Today my back test list is missing all but the first column info, and that 1 column is truncated.
Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE
I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.
1 months ago