class ParticleOptimizedComputer(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 3, 3) # Set Start Date
self.SetCash(100000) # Set Strategy Cash
# Universe Selection
symbols = [Symbol.Create("SPY", SecurityType.Equity, Market.USA)]
self.AddUniverseSelection(ManualUniverseSelectionModel(symbols))
# Alpha Model
self.AddAlpha(MacdAlphaModel(12, 26, 9, MovingAverageType.Simple, Resolution.Daily))
# Portfolio Construction
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
# Execution
self.SetExecution(ImmediateExecutionModel())
# Risk Management
self.AddRiskManagement(NullRiskManagementModel())