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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# https://www.quantconnect.com/forum/discussion/10630/shorting-bubbles-at-the-top/p1
# detects bubbles and shorts


class Roboto(QCAlgorithm):
    def Initialize(self):
        
        self.SetBrokerageModel(InteractiveBrokersBrokerageModelWithShortable())
        self.SetStartDate(2021, 7, 1)  
        self.SetEndDate(2021, 7, 1)  
        res = Resolution.Minute
        
        self.SetCash(100000)
        
        self.AddEquity("MRIN", res)
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen("MRIN", 60), self.MRINOrder)

    def MRINOrder(self):
        self.LimitOrder("MRIN", -1000, 15.94)
        
    def OnOrderEvent(self, orderEvent):
        self.Log("Order Event")
    
    
class InteractiveBrokersBrokerageModelWithShortable(InteractiveBrokersBrokerageModel):
    def __init__(self):
        super().__init__()
        self.ShortableProvider = AtreyuShortableProvider(SecurityType.Equity, Market.USA)