Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
1000000
End Equity
1000000
Net Profit
0%
Sharpe Ratio
0
Sortino 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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class MeasuredYellowGreenLemur(QCAlgorithm):

    def initialize(self):

        # Set start date
        self.set_start_date(2022, 3, 1)

        # Set end date
        self.set_end_date(2022, 3, 5)

        # Set cash
        self.set_cash(1000000)

        # Tickers list
        ticker_list = ["AAPL", "TSLA", "AMZN", "NVDA"]

        # Symbols list
        self.symbols_list = []

        # Loop tickers list
        for ticker in ticker_list:

            # Register
            equity = self.add_equity(ticker, Resolution.Daily)

            # Get symbol
            symbol = equity.symbol

            # Add
            self.symbols_list.append(symbol)

    def on_data(self, data: Slice):

        # Loop
        for symbol in self.symbols_list:            

            # Retrieve tradebar object
            symbol_tradebar = data.bars.get(symbol)

            # Retrieve close price
            close_price = symbol_tradebar.close

            # Log
            self.log(close_price)