Overall Statistics
Total Trades
2
Average Win
0%
Average Loss
0%
Compounding Annual Return
-0.007%
Drawdown
0.000%
Expectancy
0
Net Profit
-0.008%
Sharpe Ratio
-0.561
Probabilistic Sharpe Ratio
2.648%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
-1.437
Tracking Error
0.117
Treynor Ratio
-0.187
Total Fees
$0.02
Estimated Strategy Capacity
$160000000000.00
Lowest Capacity Asset
YESBANK TA8Y7QR36M31
 
class SamcoBrokerageExampleAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetAccountCurrency("INR")
        self.SetCash(100000)
        
        self.SetBrokerageModel(BrokerageName.Samco, AccountType.Margin)
        
        self.symbol = self.AddEquity("YESBANK", Resolution.Minute, Market.India).Symbol
        
        # Set default order properites
        self.DefaultOrderProperties = IndiaOrderProperties(Exchange.NSE, IndiaOrderProperties.IndiaProductType.NRML)
        self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled
        

    def OnData(self, data):
        if self.Portfolio.Invested:
            return
        
        # Place an order with the default order properties
        self.LimitOrder(self.symbol, 1, round(data[self.symbol].Price + 100, 1))
        
        # Place an order and with new order properties
        order_properties = IndiaOrderProperties(Exchange.BSE, IndiaOrderProperties.IndiaProductType.MIS)
        ticket = self.LimitOrder(self.symbol, 1, round(data[self.symbol].Price * .9, 1), orderProperties = order_properties)
        
        # Update the order
        updateSettings = UpdateOrderFields()
        updateSettings.LimitPrice = round(data[self.symbol].Price * .95, 1)
        ticket.Update(updateSettings)