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
0.637
Tracking Error
0.151
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class EmotionalLightBrownGalago(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetEndDate(2021,1,30)
        self.SetCash(100000) 
        self.dataBySymbol = {}
        self.AddUniverse(self.MyCoarseFilterFunction)
        self.apl  = Symbol.Create("AAPL",SecurityType.Equity, Market.USA)

    def MyCoarseFilterFunction(self,coarse):
        
        sel = []
        sel.append(self.apl)
        return sel
    def OnData(self, data):
        for symbol in self.dataBySymbol:
            if self.dataBySymbol[symbol].IsReady:
                
                  self.Debug(str(self.dataBySymbol[symbol].Current.Value))
        
        
    def OnSecuritiesChanged(self,changes):
        for security in changes.AddedSecurities:
            if security.Symbol not in self.dataBySymbol:
                self.dataBySymbol[security.Symbol] = self.AO(
                    security.Symbol,
                    5,
                    34,
                    MovingAverageType.Simple,
                    Resolution.Daily
                )
                history = self.History(security.Symbol, 40, Resolution.Daily)
                if history.empty or 'close' not in history.columns:
                    continue
                for bar in history.loc[security.Symbol, :].itertuples():
                    tradebar = TradeBar(bar.Index, security.Symbol, bar.open, bar.high, bar.low, bar.close, bar.volume)
                    self.dataBySymbol[security.Symbol].Update(tradebar)