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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class TachyonResistanceEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 16)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.gc = self.AddFuture(Futures.Metals.Gold)
        self.gc.SetFilter(0, 365)
        
        self.x = True
    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        if self.x:
            history = self.History(self.Securities.Keys, 50000, Resolution.Minute)
            symbols = history.index.levels[1]
            self.Debug([self.Securities[x].Symbol.Value for x in symbols])
            self.x = False