| 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 -0.202 Tracking Error 0.165 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# region imports
from AlgorithmImports import *
# endregion
class LogicalGreenDinosaur(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2021, 3, 1) # Set Start Date
self.SetEndDate(2022, 11, 15) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
symbol = self.AddEquity("GEN", Resolution.Daily, dataNormalizationMode=DataNormalizationMode.SplitAdjusted, fillDataForward=False).Symbol
def OnData(self, data: Slice):
self.Plot("GEN", "Close", data.Values[0].Close)
self.Log(data.Values[0].Close)
def OnEndOfAlgorithm(self):
history = self.History(TradeBar, self.Securities.Keys, 1000, Resolution.Daily)
self.Log(history.iloc[-10:].to_string())