Overall Statistics |
Total Trades 1 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 $12.74 Estimated Strategy Capacity $0 Lowest Capacity Asset USD TPT7KXW4PVMT |
class CasualFluorescentYellowKitten(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 10, 27) self.SetEndDate(2021, 10, 27) self.AddEquity("USD", Resolution.Tick) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' if not self.Portfolio.Invested: self.SetHoldings("USD", 1)