Overall Statistics |
Total Trades 1 Average Win 0% Average Loss 0% Compounding Annual Return 495.440% Drawdown 58.300% Expectancy 0 Net Profit 725.327% Sharpe Ratio 1.987 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0.032 Beta 108.113 Annual Standard Deviation 0.765 Annual Variance 0.585 Information Ratio 1.969 Tracking Error 0.765 Treynor Ratio 0.014 Total Fees $0.00 |
import numpy as np ### <summary> ### Basic template algorithm simply initializes the date range and cash. This is a skeleton ### framework you can use for designing an algorithm. ### </summary> class BasicTemplateAlgorithm(QCAlgorithm): '''Basic template algorithm simply initializes the date range and cash''' def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(2017,1,1) #Set Start Date self.SetEndDate(2018,3,8) #Set End Date self.SetCash(2420) #Set Strategy Cash self.symbol = "BTCUSD" # Find more symbols here: http://quantconnect.com/data self.AddCrypto(self.symbol, Resolution.Daily) self.ema_fast = self.EMA(self.symbol,30, Resolution.Daily) # Note - use single quotation marks: ' instead of double " # Chart - Master Container for the Chart: coinPlot = Chart('Strategy Equity') # On the Trade Plotter Chart we want 3 series: trades and price: coinPlot.AddSeries(Series('Benchmark', SeriesType.Line, 0)) 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(self.symbol, 1) self.Plot('Strategy Equity', 'Benchmark', self.Securities[self.symbol].Price)