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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Quantithmar started the discussion Close-to-open indicator for custom universe
Hello eveyone,
Quantithmar started the discussion Live dashboard slow to load (or outright unresponsive) for long-running algorithms
I have a couple of algorithms running live. One has been running since mid-October, the other since...
Quantithmar started the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.
Hi,
Quantithmar left a comment in the discussion Close-to-open indicator for custom universe
And the one using the RateOfChange indicator:
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Quantithmar started the discussion Close-to-open indicator for custom universe
Hello eveyone,
Quantithmar started the discussion Live dashboard slow to load (or outright unresponsive) for long-running algorithms
I have a couple of algorithms running live. One has been running since mid-October, the other since...
Quantithmar started the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.
Hi,
Quantithmar left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.
Problem is that the assets are loaded dynamically every day. I guess I can introduce a delay until...
Quantithmar left a comment in the discussion Close-to-open indicator for custom universe
And the one using the RateOfChange indicator:
Quantithmar left a comment in the discussion Close-to-open indicator for custom universe
The algorithm isn't actually opening any positions since we haven't managed to get past the...
Quantithmar left a comment in the discussion Close-to-open indicator for custom universe
It didn't time out this time around, but it was very slow overall. It took 82 minutes for a...
Quantithmar left a comment in the discussion Close-to-open indicator for custom universe
We have a couple of strategies, one based on top 500, the other on top 1500 average dollar volume,...
Quantithmar left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.
Problem is that the assets are loaded dynamically every day. I guess I can introduce a delay until...
6 years ago