| Overall Statistics |
|
Total Orders 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Start Equity 100000.00 End Equity 100000 Net Profit 0% Sharpe Ratio 0 Sortino 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 -1.883 Tracking Error 0.099 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset Portfolio Turnover 0% |
# region imports
from AlgorithmImports import *
# endregion
class CasualBlueOwl(QCAlgorithm):
def initialize(self):
self.set_start_date(2023, 6, 8)
self.set_cash(100000)
self._symbol = self.add_crypto("FLMUSDT", market=Market.BINANCE, fill_forward=False).symbol
def on_data(self, data: Slice):
bar = data.bars.get(self._symbol)
if bar:
self.plot(self._symbol, 'V', bar.volume)