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-0.028Net Profit

-3.162Sharpe Ratio

-0.001Alpha

-0.162Beta

-0.39CAR

0.1Drawdown

70Loss Rate

1Security Types

-0.21688354864797Sortino Ratio

22Tradeable Dates

246Trades

0.019Treynor Ratio

30Win Rate

0.019Net Profit

0.803Sharpe Ratio

0.005Alpha

-0.269Beta

0.143CAR

0.1Drawdown

100Loss Rate

1Security Types

-3.7807306121985Sortino Ratio

42Tradeable Dates

111Trades

-0.004Treynor Ratio

0Win Rate

0.063Net Profit

2.79Sharpe Ratio

0.011Alpha

-0.454Beta

0.528CAR

0.1Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

38Tradeable Dates

1Trades

-0.009Treynor Ratio

0Win Rate

-13.92Net Profit

-0.332Sharpe Ratio

0.104Alpha

-8.057Beta

-3.598CAR

25.1Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1266Tradeable Dates

1Trades

0.003Treynor Ratio

0Win Rate

-0.014Net Profit

-0.897Sharpe Ratio

-0.003Alpha

0.119Beta

-0.081CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

52Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

Johnny started the discussion MultipleSymbolConsolidationAlgorithm Forex Error?

Hello,

Johnny started the discussion Runtime Error: Object reference not set to an instance of an object

I am trying to define sma's for different symbols, and i would like to parameterize them...

Johnny started the discussion Multiple Forex Symbol ADX Update help

I am trying to incoportate the ADX indicator into my algorithm and am having trouble getting it to...

Johnny started the discussion ADX IBaseDataBar Forex

Hello all!!! In need of some quick help here. I am trying to set up the ADX indicator to be able to...

Johnny started the discussion Help with stochastic

Im trying to verify that my stochastic indicator is giving correct values, and it is not The price...

-0.028Net Profit

-3.162Sharpe Ratio

-0.001Alpha

-0.162Beta

-0.39CAR

0.1Drawdown

70Loss Rate

1Security Types

-0.21688354864797Sortino Ratio

22Tradeable Dates

246Trades

0.019Treynor Ratio

30Win Rate

0.019Net Profit

0.803Sharpe Ratio

0.005Alpha

-0.269Beta

0.143CAR

0.1Drawdown

100Loss Rate

1Security Types

-3.7807306121985Sortino Ratio

42Tradeable Dates

111Trades

-0.004Treynor Ratio

0Win Rate

0.063Net Profit

2.79Sharpe Ratio

0.011Alpha

-0.454Beta

0.528CAR

0.1Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

38Tradeable Dates

1Trades

-0.009Treynor Ratio

0Win Rate

-13.92Net Profit

-0.332Sharpe Ratio

0.104Alpha

-8.057Beta

-3.598CAR

25.1Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1266Tradeable Dates

1Trades

0.003Treynor Ratio

0Win Rate

-0.014Net Profit

-0.897Sharpe Ratio

-0.003Alpha

0.119Beta

-0.081CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

52Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

Johnny started the discussion MultipleSymbolConsolidationAlgorithm Forex Error?

Hello,

Johnny started the discussion Runtime Error: Object reference not set to an instance of an object

I am trying to define sma's for different symbols, and i would like to parameterize them...

Johnny started the discussion Multiple Forex Symbol ADX Update help

I am trying to incoportate the ADX indicator into my algorithm and am having trouble getting it to...

Johnny started the discussion ADX IBaseDataBar Forex

Hello all!!! In need of some quick help here. I am trying to set up the ADX indicator to be able to...

Johnny started the discussion Help with stochastic

Im trying to verify that my stochastic indicator is giving correct values, and it is not The price...

Johnny left a comment in the discussion Help with stochastic

Thanks! Big help! But that is still giving me values that are slightly off what I expect to see....

Johnny left a comment in the discussion ADX IBaseDataBar Forex

That did the trick. Thank you Michael Manus

Johnny left a comment in the discussion Runtime Error: Object reference not set to an instance of an object

Thank you for your help. Very much appreciated!

Johnny left a comment in the discussion Runtime Error: Object reference not set to an instance of an object

I am trying to access the index values from the SMA, not just the current value. When i...

Johnny left a comment in the discussion Runtime Error: Object reference not set to an instance of an object

Jing Wu

Johnny left a comment in the discussion An inverted momentum rotation algorithm.

, Very interesting strategy thanks for sharing Warren Harding

6 years ago