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
1.907
Tracking Error
0.223
Treynor Ratio
0
Total Fees
$0.00
 
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel

class NadionTransdimensionalAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.SetExecution(ImmediateExecutionModel())

        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())

        self.SetUniverseSelection( QC500UniverseSelectionModel() )

        self.SetAlpha(MyAlpha())
        
class MyAlpha(AlphaModel):
    def Update(self, algorithm, data):
        return []
    
    def OnSecuritiesChanged(self, algorithm, changes):
        algorithm.Log("Called")