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
-0.139
Tracking Error
0.457
Treynor Ratio
0
Total Fees
$0.00
 
class MultidimensionalResistanceSplitter(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 19)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        symbols = [ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]
        self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )
        
        self.SetAlpha(MyAlphaModel())
        

class MyAlphaModel(AlphaModel):
    def Update(self, algorithm, slice):
        return []

    def OnSecuritiesChanged(self, algorithm, changes):
        algorithm.Error("An error occured")