Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class WellDressedBlueGoshawk(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 11) 
        self.SetCash(100000) 
        
        self.symbol = self.AddCrypto("BTCUSD", Resolution.Daily).Symbol


    def OnData(self, data):
        # Set limit order below market price
        price = data[self.symbol].Price
        quantity = round(1000 / price, 8)
        self.LimitOrder(self.symbol, quantity, price * 0.5)
        
        
        # Get current USD available, subtracting amount reserved for buy open orders
        usd_total = self.Portfolio.CashBook["USD"].Amount
        usd_reserved = sum(x.Quantity * x.LimitPrice for x
            in [x for x in self.Transactions.GetOpenOrders()
                if x.Direction == OrderDirection.Buy
                    and x.Type == OrderType.Limit
                    and x.Symbol == self.symbol])
        usd_available = usd_total - usd_reserved
        self.Quit("usd_available: {}".format(usd_available))