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")