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-0.792Net Profit

0.002PSR

-2.638Sharpe Ratio

-0.015Alpha

-0.022Beta

-0.073CAR

2.7Drawdown

-0.02Loss Rate

0Parameters

2Security Types

2750Tradeable Dates

261Trades

0.763Treynor Ratio

0.81Win Rate

-100.012Net Profit

0PSR

-0.23Sharpe Ratio

-3.5Alpha

11.302Beta

0CAR

100Drawdown

-15Loss Rate

0Parameters

0Security Types

210Tradeable Dates

80Trades

-0.092Treynor Ratio

11.47Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

8Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

8Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

18Trades

0Treynor Ratio

0Win Rate

Renata left a comment in the discussion SPY, Coarse Fundamental The issue starts from Sep 1st, 2009 12:00 AM; and continues until Jan 22nd, 2022 12:00 AM

Hi,

Renata left a comment in the discussion Protective put strategy error cannot instantiate an open generic type

Here's the code

Renata started the discussion Accessing ETFConstituentsFilter constituents list

Hi,

Renata started the discussion History Request with extended market hours

Hi!

-0.792Net Profit

0.002PSR

-2.638Sharpe Ratio

-0.015Alpha

-0.022Beta

-0.073CAR

2.7Drawdown

-0.02Loss Rate

0Parameters

2Security Types

2750Tradeable Dates

261Trades

0.763Treynor Ratio

0.81Win Rate

-100.012Net Profit

0PSR

-0.23Sharpe Ratio

-3.5Alpha

11.302Beta

0CAR

100Drawdown

-15Loss Rate

0Parameters

0Security Types

210Tradeable Dates

80Trades

-0.092Treynor Ratio

11.47Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

8Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

8Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

18Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5451Tradeable Dates

3725Trades

0Treynor Ratio

0Win Rate

611.271Net Profit

1.962PSR

0.592Sharpe Ratio

0Alpha

0Beta

9.47CAR

40.8Drawdown

-1.67Loss Rate

10Parameters

0Security Types

0.687Sortino Ratio

5451Tradeable Dates

1395Trades

0Treynor Ratio

1.24Win Rate

Renata left a comment in the discussion Issue w/ Portfolio rebalancing by percentages

Thank you so much Ashutosh! I found the same issue but was not sure how to solve it. Thanks :)

Renata left a comment in the discussion SPY, Coarse Fundamental The issue starts from Sep 1st, 2009 12:00 AM; and continues until Jan 22nd, 2022 12:00 AM

Hi,

Renata left a comment in the discussion Protective put strategy error cannot instantiate an open generic type

Here's the code

Renata started the discussion Accessing ETFConstituentsFilter constituents list

Hi,

Renata started the discussion History Request with extended market hours

Hi!

Renata started the discussion Different results with lean cli and the cloud

Hi!

Renata started the discussion Optimizations between live trading periods

Hello!

Renata started the discussion Live Deployment Cloud vs Local IB DATA

Hello!

Renata started the discussion Lean live stop not working

Hello,

Renata started the discussion Lean report --live-results

Hi,

Renata started the discussion Renko Consolidator rounding decimals

Hi,

Renata started the discussion Different order prices

Hello,

Renata started the discussion Live liquidate and liquidate OnEndOfAlgorithm not working

Hello,

Renata left a comment in the discussion Live liquidate and liquidate OnEndOfAlgorithm not working

from AlgorithmImports import * import numpy as np from datetime import datetime class...

Renata left a comment in the discussion Lean report --live-results

the file with lenght 17 is the L-….json just to clarify, this way I access all the live results...

Renata left a comment in the discussion History Request with extended market hours

if I was not that clear, I want the premarket last bar, not post

Renata started the discussion Access to the path '/Results/...-log.txt' is denied.

Hi! I'm trying to backtest a proejct with LEAN CLI but keep getting this error, I'm executing as...

Renata started the discussion Can I use IB brokerage model and a custom slippage model at the same time?

Hi! I'm new to QC and I'm having trouble trying to use IB brokerage model and some other custom...

Renata started the discussion Required Free Buying Power Percent and Insufficient buying power problem

Hi! I've been trying to improve the IB brokerage model, as it doesn't take into account slippage...

Renata started the discussion Live trading with IB custom data & QC data?

Hello!

Renata started the discussion NoneType error working with tick data

Hello,

Renata started the discussion All overall stats equal to zero

Hi! I've done several backtests and got zero in all overall stats for all of them, has anyone else...

Renata started the discussion Renko Percentage consolidator

Hi! Does anyone know if there is something like the renko consolidator but with price percentage...

Renata started the discussion Error downloading custom data source file, skipped: RemoteFile: Csv ... Error: The reader was empty for source: ...

Hello,

Renata started the discussion Optimization time cloud vs local

Hi,

Renata started the discussion SMA strategy basic questions

Hi, I'm new to QC and have some basic questions. I coded a simple strategy that aims to buy when a...

Renata left a comment in the discussion Issue w/ Portfolio rebalancing by percentages

Thank you so much Ashutosh! I found the same issue but was not sure how to solve it. Thanks :)

8 months ago