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77.444Net Profit
0.024PSR
0.176Sharpe Ratio
0Alpha
0Beta
3.895CAR
33.6Drawdown
-5.84Loss Rate
12Parameters
1Security Types
3777Tradeable Dates
69Trades
0Treynor Ratio
6.56Win Rate
projectedxyz left a comment in the discussion Factor Sector Rotation with Kavout
Agreed, it seems like the main.py is incomplete, but also this algo depends on a premium data feed....
projectedxyz left a comment in the discussion Development Group
Hi Roberto, I'd be interested in collaboration. Please private message me on discord.
projectedxyz left a comment in the discussion Brokerage Integration & Co-location Inquiry
Duncan Parker Futures & FOPs Margin Requirements | Interactive Brokers LLC Check out the MNQ,...
77.444Net Profit
0.024PSR
0.176Sharpe Ratio
0Alpha
0Beta
3.895CAR
33.6Drawdown
-5.84Loss Rate
12Parameters
1Security Types
3777Tradeable Dates
69Trades
0Treynor Ratio
6.56Win Rate
projectedxyz left a comment in the discussion Opening Range Breakout for Stocks in Play
Given the fees, this strategy seems tailor made for TradeStation $0 commissions for equities, no?
projectedxyz left a comment in the discussion Factor Sector Rotation with Kavout
Agreed, it seems like the main.py is incomplete, but also this algo depends on a premium data feed....
projectedxyz left a comment in the discussion Development Group
Hi Roberto, I'd be interested in collaboration. Please private message me on discord.
projectedxyz left a comment in the discussion Brokerage Integration & Co-location Inquiry
Duncan Parker Futures & FOPs Margin Requirements | Interactive Brokers LLC Check out the MNQ,...
projectedxyz left a comment in the discussion Opening Range Breakout for Stocks in Play
Given the fees, this strategy seems tailor made for TradeStation $0 commissions for equities, no?
11 months ago