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
-0.781
Tracking Error
0.164
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class UglyGreenLeopard(QCAlgorithm):
   def Initialize(self):
       self.SetStartDate(2014, 12, 9)
       self.SetCash(100000)
       self.UniverseSettings.Resolution = Resolution.Daily
       self.AddUniverse(self.diffSelectCoarse)
       self.AddAlpha(NullAlphaModel())
       self.SetPortfolioConstruction(NullPortfolioConstructionModel())
       self.SetExecution(NullExecutionModel())
   def diffSelectCoarse(self,coarse):
       selected = []
       count = 0
       for c in coarse:
           if count>10:break
           EMA = ExponentialMovingAverage(10)
           history = self.History(c.Symbol,10,Resolution.Daily)
           for x in history.itertuples():
               EMA.Update(x.Index[1], x.close)
           if  EMA.IsReady:
               
             selected.append(c.Symbol)
              
           count+=1 
       return selected
   def OnData(self, data):
       pass
   def OnSecuritiesChanged(self, changes):
       if changes.AddedSecurities:
           self.Log("Universe added")