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
0.307
Tracking Error
0.15
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class EmotionalFluorescentPinkButterfly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)  # Set Start Date
        self.SetEndDate(2021, 1, 6)
        self.SetCash(100000)  # Set Strategy Cash
        
        self.UniverseSettings.Resolution = Resolution.Hour
        self.AddUniverse(self.CoarseSelection)

    def CoarseSelection(self, coarse):
        sorted_by_dollar_volume = sorted(coarse, key=lambda x: x.DollarVolume, reverse = True)
        self.yesterday_close_by_symbol = {}
        for c in sorted_by_dollar_volume[:3]:
            self.yesterday_close_by_symbol[c.Symbol] = c.Price
        return list(self.yesterday_close_by_symbol.keys())
        

    def OnData(self, data):
        for symbol, yesterday_close in self.yesterday_close_by_symbol.items():
            self.Plot("Yesterday Close", str(symbol), yesterday_close)