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 |
# Opening price class OpeningPrice (QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 5, 5) self.SetEndDate(2021, 5, 6) self.crypto = self.AddCrypto('BTCUSD', Resolution.Minute).Symbol def OnData(self, data): O = self.Securities[self.crypto].Open self.Plot(self.crypto, "Open", O)