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
Lowest Capacity Asset
 
#region imports
from AlgorithmImports import *
#endregion
# BTCUSD missed data

class MuscularGreenAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 6, 14)    # Set Start Date
        self.SetEndDate(2021, 6, 14)      # Set End Date
        self.SetCash(100000)              # Set Strategy Cash
        self.SetTimeZone("America/New_York")
        self.btc = self.AddCrypto("BTCUSD", Resolution.Minute, Market.GDAX, fillDataForward=False).Symbol
        self.id = self.Identity(self.btc, Resolution.Minute, Field.Close)
        
        
    def OnData(self, data):
        if data.Bars.ContainsKey("BTCUSD"):
            self.Plot("Price", self.btc, float(self.id.Current.Value))
            self.Plot("Price", "Price", float(self.Securities[self.btc].Close))