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
-1.666
Tracking Error
0.165
Treynor Ratio
0
Total Fees
$0.00
 
class NadionTransdimensionalRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 10, 1)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        
        self.symbol1 = Symbol.Create("TSLA", SecurityType.Equity, Market.USA)
        self.symbol2 = Symbol.Create("AAPL", SecurityType.Equity, Market.USA)
        
        self.AddUniverseSelection(ScheduledUniverseSelectionModel(
            self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Thursday),
            self.TimeRules.Every(timedelta(hours = 8)),
            self.SelectSymbols1
        ))
        
        
        self.AddUniverseSelection(ScheduledUniverseSelectionModel(
            self.DateRules.Every(DayOfWeek.Monday, DayOfWeek.Tuesday, DayOfWeek.Thursday),
            self.TimeRules.Every(timedelta(hours = 12)),
            self.SelectSymbols2
        ))
        self.UniverseSettings.Resolution = Resolution.Daily


    def SelectSymbols1(self, dateTime):
        self.Log(f"SelectSymbols1 at {self.Time}")
        return [self.symbol1]
        
    def SelectSymbols2(self, dateTime):
        self.Log(f"SelectSymbols2 at {self.Time}")
        return [self.symbol2]
        
    def OnSecuritiesChanged(self, changes):
        for security in changes.AddedSecurities:
            self.Log(f"Adding {security.Symbol}")
            
        for security in changes.RemovedSecurities:
            self.Log(f"Removing {security.Symbol}")