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
2.373
Tracking Error
0.279
Treynor Ratio
0
Total Fees
$0.00
 
class ParticleTransdimensionalAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 1)  # Set Start Date
        self.SetEndDate(2020,9,5)
        self.SetCash(100000)  # Set Strategy Cash
        self.SetBenchmark("DIA")
        self.AddEquity("DIA", Resolution.Daily)
    
    def OnData(self, data):
        closePrice = data.Bars["DIA"].Close
        self.Plot("close", "close", closePrice)