We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
10.794Net Profit
83.213PSR
2.966Sharpe Ratio
0.217Alpha
0.393Beta
32.757CAR
3.3Drawdown
-0.73Loss Rate
0Parameters
0Security Types
2.426Sortino Ratio
91Tradeable Dates
8Trades
0.857Treynor Ratio
6.14Win Rate
Tate started the discussion HELP: Indicator Extenions.Of use with PSAR
Hello,
Tate started the discussion Universe Trading and StopLoss
Hello,
Tate started the discussion Help: Making Volume Negative or Positive
Hello, looking for help with making a volume “Oscillator”. When you look at a typical bar chart...
Tate started the discussion HELP: Indicator Extenions.Minus
Hello,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
10.794Net Profit
83.213PSR
2.966Sharpe Ratio
0.217Alpha
0.393Beta
32.757CAR
3.3Drawdown
-0.73Loss Rate
0Parameters
0Security Types
2.426Sortino Ratio
91Tradeable Dates
8Trades
0.857Treynor Ratio
6.14Win Rate
Tate started the discussion HELP: Indicator Extenions.Of use with PSAR
Hello,
Tate started the discussion Universe Trading and StopLoss
Hello,
Tate started the discussion Help: Making Volume Negative or Positive
Hello, looking for help with making a volume “Oscillator”. When you look at a typical bar chart...
Tate started the discussion HELP: Indicator Extenions.Minus
Hello,
Tate left a comment in the discussion HELP: Indicator Extenions.Minus
So the bug is that IndicactorExtensions.Minus does not like using self.VWAP. I have tested it with...
Tate left a comment in the discussion HELP: Indicator Extenions.Minus
Thank you for the update Vladimir, is there a GitHub page for this bug so I know when it is fixed...
Tate left a comment in the discussion HELP: Indicator Extenions.Minus
Hi Valadimir,
Tate left a comment in the discussion Help: Making Volume Negative or Positive
Hi Louis, Thank you for your answer, I was able to accomplish the same thing that you have done in...
Tate left a comment in the discussion Realtime/Intraday Universe Selection?
Hi Charles Naccio
Tate left a comment in the discussion Universe Trading and StopLoss
I was able to figure out the problem to my first two questions which were both related to the Risk...
Tate started the discussion Simple Moving Average of a Custom Indicator
Hello All,
Tate started the discussion Algorithm won't go past the warmup
I can't seem to figure out why my algorithm won't get past the warmup phase and do trades. No...
Tate started the discussion Getting a Algorithm to Execute at the Right Time
I have been thinking thinking lately how to make any algorithm slightly more accurate, but first...
Tate started the discussion Help: Plot when a Stop Loss Sells
I am trying to figure out how to plot a sell when the stop loss sells the portfolio. It plots the...
Tate started the discussion Python Help: Rate of Change Indicator
Hello, I am trying to use the RateOfChangePercent indicator, but instead of setting a period to...
Tate left a comment in the discussion HELP: Indicator Extenions.Minus
So the bug is that IndicactorExtensions.Minus does not like using self.VWAP. I have tested it with...
3 years ago