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Mike started the discussion Same Code, Different Results
In January 30, 2023, I ran a backtest covering 2018-2022. Yesterday, April 30, 2023, I reran the...
Mike started the discussion Weekly Consolidation Triggered on Tuesdays
When using TradeBarConsolidator(Calendar.Weekly), the consolidation handler for the Mon-Fri...
Mike left a comment in the discussion Same Code, Different Results
Thanks both. I actually did use the EMA indicator in my algo. I'll look at that and the adjusted...
Mike started the discussion Your kernel does not support swap limit capabilities
I'm getting this error when I press the Live Trade Project button (lightning bolt). I have run...
Mike started the discussion Same Code, Different Results
In January 30, 2023, I ran a backtest covering 2018-2022. Yesterday, April 30, 2023, I reran the...
Mike started the discussion Weekly Consolidation Triggered on Tuesdays
When using TradeBarConsolidator(Calendar.Weekly), the consolidation handler for the Mon-Fri...
Mike left a comment in the discussion Fade The Trend Strategy - Mean Reversion Algorithm by Perry J Kaufman
In his book, Trading Systems and Methods, Kaufman write about using kurtosis as a trading signal....
Mike left a comment in the discussion Same Code, Different Results
Thanks both. I actually did use the EMA indicator in my algo. I'll look at that and the adjusted...
Mike started the discussion Your kernel does not support swap limit capabilities
I'm getting this error when I press the Live Trade Project button (lightning bolt). I have run...
Mike started the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
In this backtest, where I submit a market order at 1am on a trading day (12 Dec 2022), the order...
Mike started the discussion Duplicate trade bars due to company merger
After filtering down to a set of securities for my universe, I notice that in OnData I'm getting...
Mike started the discussion ETF constituent universe with coarse selector
Is there a way to combine an ETF constituent universe with a coarse selector? I see a signature for...
Mike left a comment in the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
Thanks for explaining the difference between backtest and live trading results. I've since run a...
Mike left a comment in the discussion Duplicate trade bars due to company merger
That's great. Thank you!
Mike left a comment in the discussion Market order placed at 1am doesn't execute until 2 trading sessions later
Thanks for looking at this. If you change the resolution to daily and rerun the backtest, then SPY...
Mike left a comment in the discussion ETF constituent universe with coarse selector
Thank you 😊
Mike started the discussion Local Development Setup Issue: .NET Version Mismatch
I'm following the instructions to set up local development on Windows. When I open...
Mike left a comment in the discussion Fade The Trend Strategy - Mean Reversion Algorithm by Perry J Kaufman
In his book, Trading Systems and Methods, Kaufman write about using kurtosis as a trading signal....
1 years ago