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-0.142Net Profit
7.192PSR
-20.869Sharpe Ratio
-0.063Alpha
0.013Beta
-0.589CAR
0.3Drawdown
0Loss Rate
48Parameters
0Security Types
61Tradeable Dates
1Trades
-4.546Treynor Ratio
0Win Rate
-0.476Net Profit
29.689PSR
-1.104Sharpe Ratio
-0.206Alpha
0.383Beta
-4.37CAR
3.7Drawdown
0Loss Rate
10Parameters
0Security Types
61Tradeable Dates
27Trades
-0.218Treynor Ratio
0Win Rate
Micke started the discussion Strange self.History behaviour - it looks ahead?
Hi,
Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?
I experimented with the self.History request and added the...
-0.142Net Profit
7.192PSR
-20.869Sharpe Ratio
-0.063Alpha
0.013Beta
-0.589CAR
0.3Drawdown
0Loss Rate
48Parameters
0Security Types
61Tradeable Dates
1Trades
-4.546Treynor Ratio
0Win Rate
-0.476Net Profit
29.689PSR
-1.104Sharpe Ratio
-0.206Alpha
0.383Beta
-4.37CAR
3.7Drawdown
0Loss Rate
10Parameters
0Security Types
61Tradeable Dates
27Trades
-0.218Treynor Ratio
0Win Rate
Micke started the discussion Strange self.History behaviour - it looks ahead?
Hi,
Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?
Hi,Thanks for your reply, appreciate it! In my mind, it makes perfect sense to tag a bar on its end...
Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?
I experimented with the self.History request and added the...
Micke left a comment in the discussion Strange self.History behaviour - it looks ahead?
Hi,Thanks for your reply, appreciate it! In my mind, it makes perfect sense to tag a bar on its end...
2 years ago