| Overall Statistics |
|
Total Trades 2 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 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 0 Tracking Error 0 Treynor Ratio 0 Total Fees ₮0.04 Estimated Strategy Capacity ₮0 Lowest Capacity Asset ADAUSDT 18R Portfolio Turnover 0% |
#region imports
using QuantConnect.Securities.CryptoFuture;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Globalization;
using System.Drawing;
using QuantConnect;
using QuantConnect.Algorithm.Framework;
using QuantConnect.Algorithm.Framework.Selection;
using QuantConnect.Algorithm.Framework.Alphas;
using QuantConnect.Algorithm.Framework.Portfolio;
using QuantConnect.Algorithm.Framework.Execution;
using QuantConnect.Algorithm.Framework.Risk;
using QuantConnect.Parameters;
using QuantConnect.Benchmarks;
using QuantConnect.Brokerages;
using QuantConnect.Util;
using QuantConnect.Interfaces;
using QuantConnect.Algorithm;
using QuantConnect.Indicators;
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Custom;
using QuantConnect.DataSource;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Notifications;
using QuantConnect.Orders;
using QuantConnect.Orders.Fees;
using QuantConnect.Orders.Fills;
using QuantConnect.Orders.Slippage;
using QuantConnect.Scheduling;
using QuantConnect.Securities;
using QuantConnect.Securities.Equity;
using QuantConnect.Securities.Future;
using QuantConnect.Securities.Option;
using QuantConnect.Securities.Forex;
using QuantConnect.Securities.Crypto;
using QuantConnect.Securities.Interfaces;
using QuantConnect.Storage;
using QuantConnect.Data.Custom.AlphaStreams;
using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
public class FocusedFluorescentOrangeMonkey : QCAlgorithm
{
private CryptoFuture _adaUsdt;
public override void Initialize()
{
SetStartDate(2022, 12, 13);
SetEndDate(2022, 12, 31);
SetTimeZone(TimeZones.Utc);
SetAccountCurrency("USDT");
SetCash(10);
SetBrokerageModel(BrokerageName.BinanceFutures, AccountType.Margin);
_adaUsdt = AddCryptoFuture("ADAUSDT");
_adaUsdt.SetLeverage(10);
}
public override void OnData(Slice data)
{
if (_adaUsdt.Price == 0)
{
return;
}
if (!Portfolio.Invested)
{
SetHoldings(_adaUsdt.Symbol, 10); // Buy all we can with our margin (leverage is 10)
// We are not supposed to be able to buy more than we can afford
var ticket = Buy(_adaUsdt.Symbol, 15);
if (ticket.Status != OrderStatus.Invalid)
{
throw new Exception($"Order should be invalid. Status: {ticket.Status}. Margin remaining: {Portfolio.MarginRemaining}");
}
}
}
}
}