| 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 -2.342 Tracking Error 0.153 Treynor Ratio 0 Total Fees $0.00 |
class NadionTransdimensionalRadiator(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 10, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.symbol1 = Symbol.Create("TSLA", SecurityType.Equity, Market.USA)
self.symbol2 = Symbol.Create("AAPL", SecurityType.Equity, Market.USA)
self.AddUniverseSelection(ScheduledUniverseSelectionModel(
self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Thursday),
self.TimeRules.Every(timedelta(hours = 8)),
self.SelectSymbols1
))
self.called = 0
self.AddUniverseSelection(ScheduledUniverseSelectionModel(
self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Thursday),
self.TimeRules.Every(timedelta(hours = 12)),
self.SelectSymbols2
))
self.UniverseSettings.Resolution = Resolution.Daily
self.UniverseSettings.MinimumTimeInUniverse = timedelta(hours=1)
def SelectSymbols1(self, dateTime):
self.called += 1
if self.called <= 1:
return [self.symbol1]
return []
def SelectSymbols2(self, dateTime):
return [self.symbol2]
def OnSecuritiesChanged(self, changes):
for security in changes.AddedSecurities:
self.Log(f"Adding {security.Symbol}")
for security in changes.RemovedSecurities:
self.Log(f"Removing {security.Symbol}")