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 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 |
class AlphaFiveTechnology(QCAlgorithm): def Initialize(self): #1. Required: Five years of backtest history self.SetStartDate(2014, 1, 1) #2. Required: Alpha Streams Models: self.SetBrokerageModel(BrokerageName.AlphaStreams) #3. Required: Significant AUM Capacity self.SetCash(1000000) #4 Required: Benchmark to SPY self.SetBenchmark("SPY") self.tech_etf = ["XLK", "QQQ", "SOXX", "IGV", "VGT", "QTEC", "FDN", "FXL", "TECL", "TECS", "SOXL", "SOXS", "SKYY", "SMH", "KWEB", "FTEC"] # Add Equity ------------------------------------------------ for i in range(len(self.tech_etf)): self.AddEquity(self.tech_etf[i],Resolution.Minute) def OnData(self, data): pass