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 -0.306 Tracking Error 0.151 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class SwimmingAsparagusGaur(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 2, 10) self.SetCash(100000) self.bpts = self.AddEquity("BPTS", Resolution.Minute).Symbol # self.vacc = self.AddEquity("VACC", Resolution.Minute).Symbol def OnData(self, data: Slice): if self.bpts in data and not self.Portfolio[self.bpts].Invested: self.SetHoldings(self.bpts, 0.5) # if self.vacc in data and not self.Portfolio[self.vacc].Invested: # self.SetHoldings(self.vacc, 0.5)