| 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 -2.394 Tracking Error 0.164 Treynor Ratio 0 Total Fees $0.00 |
from decimal import Decimal
class OptimizedResistanceCoil(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 7, 20) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
a = Decimal(1.20)
self.Log(type(a))
a += Decimal(2.20)
self.Log(type(a))