Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Sortino 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
₮0.04
Estimated Strategy Capacity
₮0
Lowest Capacity Asset
ADAUSDT 18R
Portfolio Turnover
0%
#region imports

using QuantConnect.Securities.CryptoFuture;

    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class FocusedFluorescentOrangeMonkey : QCAlgorithm
    {
        private CryptoFuture _adaUsdt;

        public override void Initialize()
        {
            SetStartDate(2022, 12, 13);
            SetEndDate(2022, 12, 31);

            SetTimeZone(TimeZones.Utc);

            SetAccountCurrency("USDT");
            SetCash(10);

            SetBrokerageModel(BrokerageName.BinanceFutures, AccountType.Margin);

            _adaUsdt = AddCryptoFuture("ADAUSDT");
            _adaUsdt.SetLeverage(10);
        }

        public override void OnData(Slice data)
        {
            if (_adaUsdt.Price == 0)
            {
                return;
            }

            if (!Portfolio.Invested)
            {
                SetHoldings(_adaUsdt.Symbol, 10); // Buy all we can with our margin (leverage is 10)

                // We are not supposed to be able to buy more than we can afford
                var ticket = Buy(_adaUsdt.Symbol, 15);
                if (ticket.Status != OrderStatus.Invalid)
                {
                    throw new Exception($"Order should be invalid. Status: {ticket.Status}");
                }
            }
        }

    }
}