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
 
class AlphaFiveTechnology(QCAlgorithm):

    def Initialize(self):

        #1. Required: Five years of backtest history
        self.SetStartDate(2014, 1, 1)
    
        #2. Required: Alpha Streams Models:
        self.SetBrokerageModel(BrokerageName.AlphaStreams)
    
        #3. Required: Significant AUM Capacity
        self.SetCash(1000000)

        #4 Required: Benchmark to SPY
        self.SetBenchmark("SPY")
    
        self.tech_etf = ["XLK", "QQQ", "SOXX", "IGV", "VGT", "QTEC", "FDN", "FXL",
        "TECL", "TECS", "SOXL", "SOXS", "SKYY", "SMH", "KWEB", "FTEC"]
    
        # Add Equity ------------------------------------------------
        for i in range(len(self.tech_etf)):
            self.AddEquity(self.tech_etf[i],Resolution.Minute)
            
    def OnData(self, data):
        pass