| 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 -0.604 Tracking Error 0.278 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
class UglyGreenTermite(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 1, 1) # Set Start Date
self.SetEndDate(2020,12,31)
self.SetCash(100000) # Set Strategy Cash
self.aapl = self.AddEquity("AAPL",Resolution.Daily).Symbol
def OnData(self, data):
if(data[self.aapl]):
if(data[self.aapl].Close > data[self.aapl].Open):
self.Log("El día "+str(self.Time)+" Apple subió en bolsa")