| 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 -20.08 Tracking Error 0.053 Treynor Ratio 0 Total Fees $0.00 |
class HorizontalVerticalAutosequencers(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 8, 26) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddEquity("SPY", Resolution.Daily)
self.five = 5
self.AddAlpha(MyAlpha(self))
class MyAlpha(AlphaModel):
def __init__(self, myAlgo):
self.myAlgo = myAlgo
def Update(self, algorithm, data):
# doesn't work:
# algorithm.Log(algorithm.five)
# does work:
algorithm.Log(self.myAlgo.five)
return []