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 -0.183 Tracking Error 0.379 Treynor Ratio 0 Total Fees $0.00 |
class TachyonQuantumAutosequencers(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 1, 22) # Set Start Date self.SetCash(100000) # Set Strategy Cash # self.AddEquity("SPY", Resolution.Minute) self.AddCrypto("BTCUSD", Resolution.Hour, Market.GDAX) # Accessing requested data def OnData(self, data): # via a tradebar dictionary (symbol - bar) data.Bars["BTCUSD"].Close #self.Log(" BTCUSD price {data.Bars["BTCUSD"].Close}" ) self.Log("BTCUSD price: " + str(data.Bars["BTCUSD"].Close))