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
-26.378
Tracking Error
0.054
Treynor Ratio
0
Total Fees
$0.00
 
class ResistanceMultidimensionalGearbox(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        tickers = ["AAPL", "AIG", "IBM"]
        symbols = [Symbol.Create(x, SecurityType.Equity, Market.USA) for x in tickers]
        
        self.AddUniverseSelection(QC500UniverseSelectionModel())
        self.AddUniverseSelection(ManualUniverseSelectionModel(symbols))

        self.AddAlpha(MyAlphaModel())
        
class MyAlphaModel:
    def __init__(self):
        self.flag = True
   
    def Update(self, algorithm, slice):
        if self.flag:
            for kvp in algorithm.UniverseManager:
                universe = kvp.Value
                for kvp2 in universe.Members:
                    symbol = kvp2.Key
                    security = kvp2.Value
                    algorithm.Debug(symbol)
                    break
            self.flag = False
            
         
        insights = []
        return insights

    def OnSecuritiesChanged(self, algorithm, changes):
        pass