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
-0.573
Tracking Error
0.203
Treynor Ratio
0
Total Fees
$0.00
 
class NadionTachyonRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2007, 1, 1)
        # self.SetEndDate(2020, 12, 30)
        self.cap = 100000        
        
        self.QQQ = self.AddEquity('QQQ', Resolution.Hour).Symbol
        
        
        #self.EUR = self.AddForex('EURUSD', Resolution.Daily, Market.FXCM)
        
        
       
        self.SetWarmUp(timedelta(350))


    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)