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 ResistanceTransdimensionalRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(1998, 1, 1)
        self.SetEndDate(1998, 3, 1)
        
        self.MinPriceForSelectionFilter = 10.0
        self.NumAssets = 10

        self.SetCash(100000)
        
        self.AddUniverse(self.CoarseSelectionFilter)
        # what resolution should the data *added* to the universe be?
        self.UniverseSettings.Resolution = Resolution.Daily
        

    def CoarseSelectionFilter(self, coarse):
        
        self.Debug(self.Time.weekday())
        self.Quit()
        return []