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
-11.033
Tracking Error
0.054
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class CalculatingMagentaSheep(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 10, 15) 
        self.SetCash(100000) 
        self.UniverseSettings.ExtendedMarketHours = True
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.aapl = self.AddEquity("AAPL", Resolution.Daily).Symbol
        self.amzn = self.AddEquity("AMZN", Resolution.Daily).Symbol
        self.tickers = [self.spy,self.aapl,self.amzn]
        self.ticker_value = {}
        for i in self.tickers:
            self.ticker_value[i] = i.Value


    def OnData(self, data):
        self.Debug(len(self.tickers))
        self.Debug(len(self.ticker_value))