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
 
# region imports
from AlgorithmImports import *
# endregion

class GeekyLightBrownOwl(QCAlgorithm):

    def Initialize(self):
        self.SetTimeZone("UTC")
        self.SetStartDate(2022, 1, 2)
        self.SetEndDate(2022, 1, 4)
        self.SetAccountCurrency("BUSD")
        self.SetCash("BUSD", 100_000.00)

        self.SetBrokerageModel(BrokerageName.Binance, AccountType.Margin)
        for s in ["AVABUSD", "BNBBUSD"]:
            self.AddCrypto(s, Resolution.Minute)

        self.SetWarmUp(5)

    def OnWarmupFinished(self):
        slices = self.History(self.GetWarmupHistoryRequests())
        for s in slices:
            for v in s.Values:
                self.Debug(v)