| 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 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 |
from Alphas.HistoricalReturnsAlphaModel import HistoricalReturnsAlphaModel
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel
class ResistanceNadionGearbox(QCAlgorithm):
def Initialize(self):
self.stateData = {}
self.SetStartDate(2019, 1, 19) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
# Add the pairs containing *BTC among all 346 pairs in Bitfinex
symbols = ["LTCBTC", "ETHBTC", "ETCBTC", "RRTBTC", "ZECBTC", "XMRBTC",
"DSHBTC", "XRPBTC", "IOTBTC", "EOSBTC", "SANBTC", "OMGBTC",
"BCHBTC", "NEOBTC", "ETPBTC", "QTMBTC", "AVTBTC", "EDOBTC",
"BTGBTC", "DATBTC", "QSHBTC", "YYWBTC", "GNTBTC", "SNTBTC",
"BATBTC", "MNABTC", "FUNBTC", "ZRXBTC", "TNBBTC", "SPKBTC",
"TRXBTC", "RCNBTC", "RLCBTC", "AIDBTC", "SNGBTC", "REPBTC",
"ELFBTC", "IOSBTC", "AIOBTC", "REQBTC", "RDNBTC", "LRCBTC",
"WAXBTC", "DAIBTC", "CFIBTC", "AGIBTC", "MTNBTC", "SNGBTC",
"ODEBTC", "ANTBTC", "DTHBTC", "MITBTC", "STJBTC", "XLMBTC",
"XVGBTC", "BCIBTC", "MKRBTC", "VENBTC", "KNCBTC", "POABTC",
"LYMBTC", "UTKBTC", "VEEBTC", "DADBTC", "ORSBTC", "AUCBTC",
"POYBTC", "FSNBTC", "CBTBTC", "ZCNBTC", "SENBTC", "NCABTC",
"CNDBTC", "CTXBTC", "PAIBTC", "SEEBTC", "ESSBTC", "ATMBTC",
"HOTBTC", "DTABTC", "IQXBTC", "WPRBTC", "ZILBTC", "BNTBTC",
"XTZBTC", "OMNBTC", "DGBBTC", "BSVBTC", "BABBTC", "RBTBTC",
"RIFBTC", "VSYBTC", "BFTBTC"]
Symbols = []
for symbol in symbols:
# add according forex data to add the crypto pairs
self.AddForex(symbol[:3]+"USD", Resolution.Daily)
Symbols.append(Symbol.Create(symbol, SecurityType.Crypto, Market.Bitfinex))
self.SetUniverseSelection(ManualUniverseSelectionModel(Symbols))