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 -4.608 Tracking Error 0.127 Treynor Ratio 0 Total Fees $0.00 |
class UncoupledResistancePrism(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 10, 28) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.AddUniverse(self.Coarse, self.Fine) def Coarse(self, coarse): symbols = ['AAPL'] return [Symbol.Create(symbol, SecurityType.Equity, Market.USA) for symbol in symbols] def Fine(self, fine): for f in fine: if f.AssetClassification.GrowthGrade: self.Log(f'{f.Symbol.Value}: {f.AssetClassification.GrowthGrade}') if f.AssetClassification.GrowthScore: self.Log(f'{f.Symbol.Value}: {f.AssetClassification.GrowthScore}') if f.AssetClassification.ValueScore: self.Log(f'{f.Symbol.Value}: {f.AssetClassification.ValueScore}') if f.AssetClassification.StockType: self.Log(f'{f.Symbol.Value}: {f.AssetClassification.StockType}') return []