| 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 |
class NadionCalibratedCoil(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 12, 1)
self.SetCash(100000)
self.UniverseSettings.Resolution = Resolution.Daily
self.AddUniverse(self.Universe.Index.QC500, self.FineSelectionFunction)
def FineSelectionFunction(self, fine):
return [fine[0].Symbol]
def OnData(self, data):
for s in data.Keys:
self.SetHoldings(s, 1)