| Overall Statistics |
|
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 1000000 End Equity 1000000 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 $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports from AlgorithmImports import * # endregion class MeasuredYellowGreenLemur(QCAlgorithm): def initialize(self): # Set start date self.set_start_date(2022, 3, 1) # Set end date self.set_end_date(2022, 3, 5) # Set cash self.set_cash(1000000) # Tickers list ticker_list = ["AAPL", "TSLA", "AMZN", "NVDA"] # Symbols list self.symbols_list = [] # Loop tickers list for ticker in ticker_list: # Register equity = self.add_equity(ticker, Resolution.Daily) # Get symbol symbol = equity.symbol # Add self.symbols_list.append(symbol) def on_data(self, data: Slice): # Loop for symbol in self.symbols_list: # Retrieve tradebar object symbol_tradebar = data.bars.get(symbol) # Retrieve close price close_price = symbol_tradebar.close # Log self.log(close_price)
