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
Estimated Strategy Capacity
$0
 
class FormalYellowGreenLemur(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 6)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.AddUniverse(self.CoarseFilter, self.FineFilter)
        
        tickers = ['GOOG', 'GOOGL']
        self.symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in tickers]


    def CoarseFilter(self, coarse):
        return self.symbols
    
    def FineFilter(self, fine):
        for f in fine:
            self.Debug(f"{f.Symbol}: {f.SecurityReference.IsPrimaryShare}")
        self.Quit()
        return []