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 -5.509 Tracking Error 0.098 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class TrailingStopLoss(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 1, 1) self.SetEndDate(2020, 1, 10) self.stock = self.AddEquity("DNL", Resolution.Minute).Symbol def OnData(self, data): self.Debug(str(data[self.stock].Price))