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
 
class TransdimensionalParticleRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddUniverse(self.CoarseFilter)
        self.UniverseSettings.Resolution = Resolution.Daily

    def CoarseFilter(self, coarse):
        tickers = {'ADP', 'ASML', 'BIIB'}
        tickersCoarse = set([c.Symbol.Value for c in coarse])
        union = list(tickers.intersection(tickersCoarse))
        self.Log(union)
        return []