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
 
class QuantumCalibratedCompensator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 9, 29)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.SetUniverseSelection(VolatilityETFUniverse())


    def OnData(self, data):
        pass
    
    
    ## This function will run anytime a new security is added to or removed from
    ## the universe
    def OnSecuritiesChanged(self, changes):
        symbols = [x.Symbol for x in changes.AddedSecurities]
        
        ## the .Value property of the Symbol object will give you its ticker as a string
        self.Log(f'{[x.Value for x in symbols]}')  # This will write it to the log .txt file
        self.Debug(f'{[x.Value for x in symbols]}')  # This will write it to the console