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 -3.343 Tracking Error 0.654 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class MuscularGreenAlbatross(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 9, 1) # Set Start Date self.SetEndDate(2021, 10, 7) #Set End Date self.SetCash(100000) # Set Strategy Cash self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash) #Broker Modell self.btc = self.AddCrypto("BTCUSD", Resolution.Daily).Symbol self.cmo = self.CMO(self.btc, 14, Resolution.Daily) def OnData(self, data): if not self.cmo.IsReady: return cmo = self.cmo.Current.Value self.Plot("CMO-Graph", "CMO", cmo)