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
-7.951
Tracking Error
0.147
Treynor Ratio
0
Total Fees
$0.00
 
class OptimizedDynamicShield(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 7, 4)  # Set Start Date
        self.SetEndDate(2020, 7, 15)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.UniverseSettings.Resolution = Resolution.Daily
        symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )


    def OnData(self, data):
        for symbol in self.ActiveSecurities.Keys:
            self.Log(f"OnData: {symbol}")