| 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 -4.608 Tracking Error 0.127 Treynor Ratio 0 Total Fees $0.00 |
class UncoupledResistancePrism(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 10, 28) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
self.AddUniverse(self.Coarse, self.Fine)
def Coarse(self, coarse):
symbols = ['AAPL']
return [Symbol.Create(symbol, SecurityType.Equity, Market.USA) for symbol in symbols]
def Fine(self, fine):
for f in fine:
if f.AssetClassification.GrowthGrade:
self.Log(f'{f.Symbol.Value}: {f.AssetClassification.GrowthGrade}')
if f.AssetClassification.GrowthScore:
self.Log(f'{f.Symbol.Value}: {f.AssetClassification.GrowthScore}')
if f.AssetClassification.ValueScore:
self.Log(f'{f.Symbol.Value}: {f.AssetClassification.ValueScore}')
if f.AssetClassification.StockType:
self.Log(f'{f.Symbol.Value}: {f.AssetClassification.StockType}')
return []