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14Parameters

1Security Types

0Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

Paul started the discussion Indicator; rolling window to get indicator values n days back.

So I want the value of the Bollinger band and Keltner channel,python, from the current day and the...

Paul started the discussion Check if there is an open option position

I want to see if my portfolio has an open call/put position in an underlying. I know there is a...

Paul started the discussion Set position to 5% of buying power; Python

In python I want to set my option position to 5% of the buying power. I was considering using a...

Paul started the discussion SMA VWAP

[Python] is there a way to change SMA's input to VWAP? The api only shows symbol, period, and...

Paul started the discussion Rolling windows and historic price

I am trying to do some basic lookback on equities price but for some reaason my loop is throwing an...

14Parameters

1Security Types

0Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

2Security Types

0Sortino Ratio

194Tradeable Dates

2Security Types

0Sortino Ratio

194Tradeable Dates

2Security Types

0Sortino Ratio

194Tradeable Dates

2Security Types

0Sortino Ratio

194Tradeable Dates

2Security Types

0Sortino Ratio

194Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

0Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

1Security Types

0Sortino Ratio

194Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

194Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

1Security Types

0Tradeable Dates

1Security Types

0Sortino Ratio

194Tradeable Dates

1Security Types

0Sortino Ratio

194Tradeable Dates

1Security Types

0Sortino Ratio

194Tradeable Dates

1Security Types

0Sortino Ratio

194Tradeable Dates

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

239Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Paul started the discussion Indicator; rolling window to get indicator values n days back.

So I want the value of the Bollinger band and Keltner channel,python, from the current day and the...

Paul started the discussion Check if there is an open option position

I want to see if my portfolio has an open call/put position in an underlying. I know there is a...

Paul started the discussion Set position to 5% of buying power; Python

In python I want to set my option position to 5% of the buying power. I was considering using a...

Paul started the discussion SMA VWAP

[Python] is there a way to change SMA's input to VWAP? The api only shows symbol, period, and...

Paul started the discussion Rolling windows and historic price

I am trying to do some basic lookback on equities price but for some reaason my loop is throwing an...

Paul started the discussion Keeping track of option orders

This part of code I am trying to exit my bought call or put position if certain conditions are meet...

Paul started the discussion BB/Keltner Channel squeeze algorithm Option order issues

So my algorithm is mean to place an ATM option order whenever the BB fall between the Keltner...

Paul started the discussion SEC Automated Options Trading Regulation

I have read on some forums, IB and TD that regulators ban fully automated options trading, or there...

Paul left a comment in the discussion SMA VWAP

Thanks ;) I didn't realize that the .SMA(int period) could be used to find the sma of an...

Paul left a comment in the discussion Rolling windows and historic price

I don't understand why the windows array doesnt't contain tradebar price in each index. I...

Paul left a comment in the discussion Set position to 5% of buying power; Python

Thanks Jing! I will see if this works

Paul left a comment in the discussion Set position to 5% of buying power; Python

Thanks for the pointer! SetHoldings looks like the perfect solution. However, it seems that it...

Paul left a comment in the discussion Check if there is an open option position

Is there a way to get the bid price? The secuirty identifier class does not have a feature to get...

Paul left a comment in the discussion SEC Automated Options Trading Regulation

Nevermind I found a source debunking this.

6 years ago