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
-3.15
Tracking Error
0.159
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class UniverseSelection(QCAlgorithm):
    
    filteredByPrice = None

    def Initialize(self):
        self.SetStartDate(2021, 11, 1)  # Set Start Date
        self.SetStartDate(2021, 11, 30)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddUniverse(self.CoarseSelectionFilter)
        self.UniverseSettings.Resolution = Resolution.Daily
        
    def CoarseSelectionFilter(self, coarse):
        sortedByDollarVolume = sorted(coarse, key=lambda c: c.DollarVolume, reverse=True)
        filteredByPrice = [c.Symbol for c in sortedByDollarVolume if (c.HasFundamentalData and c.Price > 5 and c.Price < 500)]
        selectedStocks = filteredByPrice[:10] 
        return selectedStocks
        
    def OnSecuritiesChanged(self, changes):
        for security in changes.AddedSecurities:
            self.Debug(security.Symbol)