| 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 -0.824 Tracking Error 0.157 Treynor Ratio 0 Total Fees $0.00 |
class VentralNadionAtmosphericScrubbers(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2010, 1, 1) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddUniverse(self.CoarseSelectionFunction)
self.UniverseSettings.Resolution = Resolution.Daily
def CoarseSelectionFunction(self, coarse):
symbols = [ x.Symbol for x in coarse ]
self.Plot("Stocks", "Stocks", len(symbols))
return []