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}. Margin remaining: {Portfolio.MarginRemaining}"); } } } } }