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
-2.815
Tracking Error
0.253
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
#region imports
    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 CrawlingApricotDogfish : QCAlgorithm
    {
        private Symbol _btceur, _btcusdt;
        private SimpleMovingAverage _sma;
        public override void Initialize()
        {
            SetStartDate(2022, 10, 1);  //Set Start Date
            SetCash(100000);             //Set Strategy Cash

            _btceur = AddCrypto("BTCEUR", Resolution.Daily).Symbol;
            _btcusdt = AddCrypto("BTCUSDT", Resolution.Daily).Symbol;
            var history = History<TradeBar>(new[] {_btceur, _btcusdt}, 100, Resolution.Daily);
            _sma = new SimpleMovingAverage(20);
            foreach (var tradeBars in history)
            {
                UpdateRatio(tradeBars as TradeBars);
            }
        }

        private void UpdateRatio(TradeBars tradeBars)
        {
            if (tradeBars.ContainsKey(_btceur) && tradeBars.ContainsKey(_btcusdt))
            {
                _sma.Update(tradeBars.Time, tradeBars[_btceur].Close / tradeBars[_btcusdt].Close);
            }
        }

        public override void OnData(Slice data)
        {
            UpdateRatio(data.Bars);
            if (_sma.IsReady)
            {
                Debug($"{Time}: {_sma.Current.Value}");
            }
        }
    }
}