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
-13.049
Tracking Error
0.471
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class MuscularGreenAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 1)  # Set Start Date
        self.SetEndDate(2021, 1, 1) #Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash) #Broker Modell
        self.Settings.FreePortfolioValuePercentage = 0.05
        self.positionSizeUSD = 5000
        self.btc = self.AddCrypto("BTCUSD", Resolution.Daily).Symbol
        self.SetBenchmark("BTCUSD")
        
        #NMA Indikator
        length1 = 120
        length2 = 12
        alpha = float(length1 / length2)
        beta = alpha * float(length1 - 1) / float(length1 - alpha)
        
        #self.Debug(beta)
        self.sma1 = self.SMA(self.btc, length1, Resolution.Daily)
        
        self.sma2 = self.SMA(self.btc, length2, Resolution.Daily)
        
    def OnData(self, data):
        self.Plot("Benchmark", "SMA1", self.sma1.Current.Value)
        self.Plot("Benchmark", "SMA2", self.sma2.Current.Value)