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 Estimated Strategy Capacity $0 |
class HipsterRedOrangeFish(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 10, 25) # Set Start Date self.SetCash(100000) # Set Strategy Cash self.symbol = self.AddForex('EURJPY', Resolution.Daily, Market.Oanda).Symbol def OnData(self, data): self.Quit(str(self.Securities[self.symbol].Price))