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
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
|
class ResistanceTransdimensionalRegulators(QCAlgorithm): def Initialize(self): self.SetStartDate(1998, 1, 1) self.SetEndDate(1998, 3, 1) self.MinPriceForSelectionFilter = 10.0 self.NumAssets = 10 self.SetCash(100000) self.AddUniverse(self.CoarseSelectionFilter) # what resolution should the data *added* to the universe be? self.UniverseSettings.Resolution = Resolution.Daily def CoarseSelectionFilter(self, coarse): self.Debug(self.Time.weekday()) self.Quit() return []