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
1.69
Tracking Error
0.181
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class DancingApricotTermite(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 15)  # Set Start Date
        self.SetEndDate(2022, 2, 1)
        self.SetCash(100000)  # Set Strategy Cash
        self.future = self.AddFuture(Futures.Currencies.BTC)
        self.future.SetFilter(0, 182)

        self.Schedule.On(self.DateRules.WeekEnd(self.future.Symbol, 0),
                 self.TimeRules.BeforeMarketClose(self.future.Symbol, 1),
                 self.before_market_close)

    def before_market_close(self):
        self.Debug(f'before_market_close called at {self.Time}')