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
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
 
class ParticleTransdimensionalAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 21)
        self.SetEndDate(2020, 1, 21)
        self.SetCash(100000) 
        self.AddEquity("SPY", Resolution.Daily)
        
        self.AddUniverse(self.Universe.DollarVolume.Top(1500))
        self.UniverseSettings.Resolution = Resolution.Daily

    def OnData(self, data):

        self.Log(len(data.Keys))
        #if data.ContainsKey(symbol):
         #   self.Log(symbol)