| 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 -2.443 Tracking Error 0.198 Treynor Ratio 0 Total Fees $0.00 |
class OptimizedCalibratedSplitter(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 4, 12) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.symbol = self.AddData(QuandlOil, 'OPEC/ORB', Resolution.Daily).Symbol
def OnData(self, data):
if data.ContainsKey(self.symbol):
self.Plot('Oil', 'Value', data[self.symbol].Value)
class QuandlOil(PythonQuandl):
def __init__(self):
self.ValueColumnName = 'Value'