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
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
from datetime import datetime

class VentralParticleCoil(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2007, 7, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("EFA", Resolution.Daily)
        self.AddEquity("SCZ", Resolution.Daily)
        self.AddEquity("VSS", Resolution.Daily)


    def OnData(self, data):
        if self.Time < datetime(2008, 7, 1):
            self.Debug("trade EFA")
        if self.Time < datetime(2011, 12, 31) and self.Time > datetime(2008, 7, 1): 
            self.Debug("trade SCZ")
        if self.Time > datetime(2012, 1, 1):
            self.Debug("trade VSS")