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 1.73 Tracking Error 0.575 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 |
class SquareFluorescentOrangeGalago(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 2, 22) self.SetCash(100000) self.SetBrokerageModel(BrokerageName.Bitfinex) self.AddCrypto("ADAUSD") def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' # if not self.Portfolio.Invested: # self.SetHoldings("SPY", 1)