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 Alphas.RsiAlphaModel import RsiAlphaModel
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Risk.NullRiskManagementModel import NullRiskManagementModel

class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):

    def Initialize(self):

        # Set requested data resolution
        self.UniverseSettings.Resolution = Resolution.Minute

        self.SetStartDate(2018, 1, 1)   #Set Start Date
        self.SetEndDate(2018, 4, 20)    #Set End Date
        self.SetCash(100000)            #Set Strategy Cash

        self.UniverseSettings.Resolution = Resolution.Hour
        
        symbols = [self.AddCrypto("BTCUSD", Resolution.Hour).Symbol]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
        
        self.SetAlpha(RsiAlphaModel(20, Resolution.Hour))
        
        self.SetPortfolioConstruction(NullPortfolioConstructionModel()) 
        
        self.SetExecution(ImmediateExecutionModel())
        
        self.SetRiskManagement(NullRiskManagementModel())