Overall Statistics |
class UpgradedApricotWolf(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 6, 10) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.a = "DAIUSD" self.AddCrypto(self.a, Resolution.Tick) def OnData(self, data): holdings = self.Portfolio[self.a].Quantity if holdings == 0: if self.Securities[self.a].Price > 1.00: self.LimitOrder(self.a, 5, 1.00) if holdings > 0: if self.Securities[self.a].Price < 1.00: self.LimitOrder(self.a, -5, 1.00)