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-77.465Net Profit
0PSR
-7.849Sharpe Ratio
-0.419Alpha
0.159Beta
-39.211CAR
77.5Drawdown
-0.01Loss Rate
29Parameters
1Security Types
-8.642Sortino Ratio
753Tradeable Dates
278652Trades
-2.469Treynor Ratio
0.01Win Rate
-18.323Net Profit
0PSR
-9.047Sharpe Ratio
-0.18Alpha
0.092Beta
-18.158CAR
18.5Drawdown
-0.01Loss Rate
28Parameters
1Security Types
-10.779Sortino Ratio
254Tradeable Dates
33821Trades
-1.981Treynor Ratio
0.01Win Rate
Ben left a comment in the discussion Interactive Brokers Deployments
Thanks for the support on this QC! I am seeing IB deployments work smoothly now.
Ben started the discussion Minute-resolution price for RMNI on 2016-02-08
I'm seeing a very odd Minute-res price ($100000) for RMNI on 2016-02-08:
Ben started the discussion IB - no cash in account when paper trading
2021-04-22 21:52:00 : Launching analysis for L-c8f6e648e40843b74857347766a7f753 with LEAN Engine...
Ben left a comment in the discussion Net Core Upgrade / Scheduled Downtime / Thurs 6th May, 2021 / 4.15pm ET
When I try to Paper Trade, I now get this error :
-77.465Net Profit
0PSR
-7.849Sharpe Ratio
-0.419Alpha
0.159Beta
-39.211CAR
77.5Drawdown
-0.01Loss Rate
29Parameters
1Security Types
-8.642Sortino Ratio
753Tradeable Dates
278652Trades
-2.469Treynor Ratio
0.01Win Rate
-18.323Net Profit
0PSR
-9.047Sharpe Ratio
-0.18Alpha
0.092Beta
-18.158CAR
18.5Drawdown
-0.01Loss Rate
28Parameters
1Security Types
-10.779Sortino Ratio
254Tradeable Dates
33821Trades
-1.981Treynor Ratio
0.01Win Rate
Ben left a comment in the discussion VIX, Minute The issue starts from Jul 10th, 2023; and continues until now
Update: Today I am not getting any VIX minute values in backtests or live using:
Ben left a comment in the discussion Interactive Brokers Deployments
Thanks for the support on this QC! I am seeing IB deployments work smoothly now.
Ben started the discussion Minute-resolution price for RMNI on 2016-02-08
I'm seeing a very odd Minute-res price ($100000) for RMNI on 2016-02-08:
Ben started the discussion IB - no cash in account when paper trading
2021-04-22 21:52:00 : Launching analysis for L-c8f6e648e40843b74857347766a7f753 with LEAN Engine...
Ben left a comment in the discussion Net Core Upgrade / Scheduled Downtime / Thurs 6th May, 2021 / 4.15pm ET
When I try to Paper Trade, I now get this error :
Ben left a comment in the discussion VIX, Minute The issue starts from Jul 10th, 2023; and continues until now
Update: Today I am not getting any VIX minute values in backtests or live using:
2 years ago