Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000.00
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-0.846
Tracking Error
0.152
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class CreativeVioletGorilla(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2024, 1, 1)
        self.set_cash(100000)
        self.add_crypto_future("HIFIUSDT", Resolution.MINUTE)
        self.add_crypto_future("CHESSUSDT", Resolution.MINUTE)
        self.add_crypto_future("VOXELUSDT", Resolution.MINUTE)

    def on_data(self, data: Slice):
        if self.time.hour == 12 and self.time.minute == 0:
            self.plot("Crypto", "HIFIUSDT", self.securities["HIFIUSDT"].price)
            self.plot("Crypto", "CHESSUSDT", self.securities["CHESSUSDT"].price)
            self.plot("Crypto", "VOXELUSDT", self.securities["VOXELUSDT"].price)