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-3.012Net Profit

0PSR

-7.626Sharpe Ratio

-0.504Alpha

-0.637Beta

-67.244CAR

3Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

6Tradeable Dates

4Trades

1.134Treynor Ratio

0Win Rate

13Parameters

0Security Types

8Tradeable Dates

1105.092Net Profit

92.655PSR

2.771Sharpe Ratio

1.146Alpha

0.543Beta

101.697CAR

35.3Drawdown

37Loss Rate

11Parameters

1Security Types

1.3013Sortino Ratio

892Tradeable Dates

106Trades

2.264Treynor Ratio

63Win Rate

Steven started the discussion Interactive brokers and Alpaca

I just notice Alpaca is no longer a choice for linking algos, when I check yesterday, so I am...

Steven started the discussion Struggling to add an RSI selection factor to this algo can someone help?

Add a momentum factor to this previously published Leveraged ETF algo to shift the tickers arround...

Steven started the discussion Problem Managing Past Indicators in a dataframe

I added a bunch of indicators to a dataframe on Wednesdays for purchasing stocks and stored a...

Steven started the discussion Question on np.apply_along_axis

I looked at Alex Muci's Adaptive Volitily position sizing algo and wanted to see if I could capture...

-3.012Net Profit

0PSR

-7.626Sharpe Ratio

-0.504Alpha

-0.637Beta

-67.244CAR

3Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

6Tradeable Dates

4Trades

1.134Treynor Ratio

0Win Rate

13Parameters

0Security Types

8Tradeable Dates

1105.092Net Profit

92.655PSR

2.771Sharpe Ratio

1.146Alpha

0.543Beta

101.697CAR

35.3Drawdown

37Loss Rate

11Parameters

1Security Types

1.3013Sortino Ratio

892Tradeable Dates

106Trades

2.264Treynor Ratio

63Win Rate

Steven started the discussion Interactive brokers and Alpaca

I just notice Alpaca is no longer a choice for linking algos, when I check yesterday, so I am...

Steven started the discussion Struggling to add an RSI selection factor to this algo can someone help?

Add a momentum factor to this previously published Leveraged ETF algo to shift the tickers arround...

Steven started the discussion Problem Managing Past Indicators in a dataframe

I added a bunch of indicators to a dataframe on Wednesdays for purchasing stocks and stored a...

Steven started the discussion Question on np.apply_along_axis

I looked at Alex Muci's Adaptive Volitily position sizing algo and wanted to see if I could capture...

Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe

Thank you very much for looking into this.

Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe

When I changed the fire time from 9:30am to 10:30 am on the M T H F event the second dataframe...

Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe

Actullay, it does seem to be working, but not perfectly. I look at the enterdata dataframe on...

Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe

here is a backtest

Steven left a comment in the discussion Struggling to add an RSI selection factor to this algo can someone help?

Derek,

Steven left a comment in the discussion Struggling to add an RSI selection factor to this algo can someone help?

This seems close, I loaded both dictionaries into a dataframe. I can filter the data frame by MOMP...

Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe

Thank you very much for looking into this.

4 years ago