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 -0.215 Tracking Error 0.251 Treynor Ratio 0 Total Fees $0.00 |
class QuantumResistanceRegulators(QCAlgorithm): def Initialize(self): self.SetStartDate(2018, 10, 12) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddEquity("AAPL", Resolution.Daily).Symbol self.high = self.MAX("AAPL", 253, Resolution.Daily, Field.High) self.low = self.MIN("AAPL", 253, Resolution.Daily, Field.Low) self.SetWarmUp(timedelta(days=253)) def OnData(self, data): if not self.high.IsReady: return self.Debug(f"Symbol: {self.symbol} 52 Week High: {self.high.Current.Value} , Low: {self.low.Current.Value}")