Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
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
-1.189
Tracking Error
0.139
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion
class EmotionalLightBrownScorpion(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2024, 1, 1)
        mode = DataNormalizationMode.ADJUSTED if self.live_mode else DataNormalizationMode.RAW
        [self.add_equity(t, data_normalization_mode=mode) for t in 'PFBC,BZ,GNTX,IDCC,LOAN,TIGO,WSBF'.split(',')]
    def on_end_of_day(self, symbol: Symbol):
        self.plot(symbol.value,'-', self.securities[symbol].price)
    def on_dividends(self, dividends: Dividends):
        for symbol, dividend in dividends.items():
            self.log(f'{dividend}')