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
-5.837
Tracking Error
0.082
Treynor Ratio
0
Total Fees
$0.00
 
class TransdimensionalNadionCoreWave(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 25)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.SetSecurityInitializer(lambda x: x.SetMarketPrice(self.GetLastKnownPrice(x)))
        
        self.AddUniverse(self.Coarse)
        self.UniverseSettings.Resolution = Resolution.Minute
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(9, 35), self.OpeningBar)

    def OpeningBar(self):
        for security in self.ActiveSecurities.Values:
            self.Log(self.Securities[security.Symbol].Open)
    
    def Coarse(self, coarse):
        return [c.Symbol for c in coarse][:10]