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
-13.094
Tracking Error
0.102
Treynor Ratio
0
Total Fees
$0.00
 
class ParticleOptimizedRegulators(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 10)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.aapl = Symbol.Create('AAPL', SecurityType.Equity, Market.USA)
        
        self.AddUniverse(self.CoarseFilter, self.FineFilter)
        
    def CoarseFilter(self, coarse):
        return [self.aapl]
        
    def FineFilter(self, fine):
        aapl_fine = [x for x in fine][0]
        self.Log(aapl_fine.Symbol)
        return [aapl_fine.Symbol]