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63Parameters

1Security Types

5277Tradeable Dates

-0.015Net Profit

-0.936Sharpe Ratio

-0.003Alpha

0.134Beta

-0.085CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

52Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

1Security Types

0Sortino Ratio

2033Tradeable Dates

51.905Net Profit

1.804Sharpe Ratio

0Alpha

17.563Beta

40.26CAR

8.3Drawdown

45Loss Rate

1Security Types

0.89693409773855Sortino Ratio

451Tradeable Dates

22Trades

0.014Treynor Ratio

55Win Rate

-0.033Net Profit

-2426.61Sharpe Ratio

-0.016Alpha

-0.002Beta

-2.513CAR

0Drawdown

100Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

10Trades

10.492Treynor Ratio

0Win Rate

Michael started the discussion NVDA data issue or lean problem

The following backtest shows a candle in the nvda data which shouldnt be there because it is not...

Michael started the discussion FAQ is missing

At the top of the community forum should be somewere between "Interesting | Newest | Lean | Data...

Michael started the discussion Willhaben austrias facebook market

Funny story: even on online markets people sell quant strategies. now this is getting more and more...

Michael left a comment in the discussion Algo: TMA2

very good algo.

63Parameters

1Security Types

5277Tradeable Dates

-0.015Net Profit

-0.936Sharpe Ratio

-0.003Alpha

0.134Beta

-0.085CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

52Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

1Security Types

0Sortino Ratio

2033Tradeable Dates

51.905Net Profit

1.804Sharpe Ratio

0Alpha

17.563Beta

40.26CAR

8.3Drawdown

45Loss Rate

1Security Types

0.89693409773855Sortino Ratio

451Tradeable Dates

22Trades

0.014Treynor Ratio

55Win Rate

-0.033Net Profit

-2426.61Sharpe Ratio

-0.016Alpha

-0.002Beta

-2.513CAR

0Drawdown

100Loss Rate

1Security Types

0Sortino Ratio

5Tradeable Dates

10Trades

10.492Treynor Ratio

0Win Rate

-0.014Net Profit

-0.91Sharpe Ratio

-0.003Alpha

0.124Beta

-0.083CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

52Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

-0.014Net Profit

-0.897Sharpe Ratio

-0.003Alpha

0.119Beta

-0.082CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

52Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

4.577Net Profit

0.26Sharpe Ratio

-0.008Alpha

0.201Beta

1.263CAR

7.7Drawdown

68Loss Rate

1Security Types

-0.34255625174516Sortino Ratio

897Tradeable Dates

26Trades

0.069Treynor Ratio

32Win Rate

706Tradeable Dates

341Tradeable Dates

211Tradeable Dates

Michael left a comment in the discussion LEAN: Cannot connect to IB account starting LEAN Engine locally.

because the target machine actively refused it 127.0.0.1:4002.wrong port or API connections not...

Michael started the discussion NVDA data issue or lean problem

The following backtest shows a candle in the nvda data which shouldnt be there because it is not...

Michael started the discussion FAQ is missing

At the top of the community forum should be somewere between "Interesting | Newest | Lean | Data...

Michael started the discussion Willhaben austrias facebook market

Funny story: even on online markets people sell quant strategies. now this is getting more and more...

Michael left a comment in the discussion Algo: TMA2

very good algo.

Michael left a comment in the discussion Forex Monday CCI Trend Strategy

hm is it just me or are the overall statistics gone in the backtest? Daniel ChenĀ

Michael left a comment in the discussion RSI: Possible Data Issue?

without a small example there is nothing to do....

Michael left a comment in the discussion [Update] Dark Theme for Development Environment

refreshing the website does not help?

Michael left a comment in the discussion Willhaben austrias facebook market

still QC youtube ads would be great one day hehe :) :)

Michael started the discussion Stock not working

Hi,

Michael left a comment in the discussion LEAN: Cannot connect to IB account starting LEAN Engine locally.

because the target machine actively refused it 127.0.0.1:4002.wrong port or API connections not...

4 years ago