| Overall Statistics |
class UpgradedApricotWolf(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2021, 6, 10) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.a = "DAIUSD"
self.AddCrypto(self.a, Resolution.Tick)
def OnData(self, data):
holdings = self.Portfolio[self.a].Quantity
if holdings == 0:
if self.Securities[self.a].Price > 1.00:
self.LimitOrder(self.a, 5, 1.00)
if holdings > 0:
if self.Securities[self.a].Price < 1.00:
self.LimitOrder(self.a, -5, 1.00)