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Trade List with Aug 2024 Update
Hey @Kevin Gong , could you grant request please?
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New comment 17d ago
Trade List with Aug 2024 Update
Contracts Rolling Over
Micro: YKU24 -> ? MGHU24 -> ? Mini: HGU24 -> ? SIU24 -> ?
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New comment 23d ago
Contracts Rolling Over
Could you make an Autohotkey script to download tradelist?
Assuming you have the GWT_Algos_Full workspace open: For each chart in the workspace: - Click on chart and open performance report (alt + shift + P) - Click the save button top left - Enter the "Raw TL" folder - Change save as type to CSV - Change settings to Select Page and check Trades List box - Select the matching file name to overwrite - Save I can design a custom workspace that is alphabetized if it helps with matching the file name when overwriting.
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New comment 25d ago
Could you make an Autohotkey script to download tradelist?
GCZ And MES Micro Kase triggering
@Kevin Gong , this looks, as expected? 🤔 GCZ Kase is flat, MGCZ is long? ESU Kase is long, MES is flat?
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New comment 27d ago
GCZ And MES Micro Kase triggering
Portfolio Analysis Python Update
1. Fixed an issue where some trade lists like @S was showing incorrect data due to a comma delimiter bug. This was actually causing inflated metrics not just maxDD but also net profit. (Credit: @Beehjae Tacderas for catching this) 2. Added seasonality plot to see monthly past performance Todo: - Spearman's corr Will upload new code once done.
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New comment 29d ago
Portfolio Analysis Python Update
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