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
-2.53
Tracking Error
0.141
Treynor Ratio
0
Total Fees
$0.00
 
class CreativeSkyBlueKangaroo(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 11)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.symbols = [ Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in ['PLTM', 'PALL']]
        self.SetUniverseSelection( ManualUniverseSelectionModel(self.symbols) )
        self.UniverseSettings.Resolution = Resolution.Daily


    def OnData(self, data):
        for symbol in self.symbols:
            if data.ContainsKey(symbol) and data[symbol] is not None:
                self.Plot("Close", str(symbol), data[symbol].Close)