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
-7.768
Tracking Error
0.049
Treynor Ratio
0
Total Fees
$0.00
 
class ParticleTachyonReplicator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 11, 21)  # Set Start Date
        self.SetEndDate(2019, 11, 30)
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        
        self.allTickers = ["BTCUSD", "LTCUSD", "ETHUSD"]
        
        settings = UniverseSettings(Resolution.Minute, 1, True, False, timedelta(days=1))
        interval = timedelta(days=1)
        
        self.SetUniverseSelection(CustomUniverseSelectionModel(SecurityType.Crypto, "MyCryptoUniverse", Market.GDAX, self.Selector, settings, interval))

    def OnData(self, data):
        self.Debug(f"Symbols in Slice: {[str(symbol) for symbol in data.Keys]}")
            
    def Selector(self, utcTime):
        tickers = [ticker for ticker in self.allTickers] # Choose tickers from set of all tickers
        return tickers # list of string with tickers