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
0.189
Tracking Error
0.376
Treynor Ratio
0
Total Fees
$0.00
 
class CalibratedUncoupledRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 10, 7)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("AAPL", Resolution.Daily)
        self.AddEquity("IBM", Resolution.Daily)
        self.AddEquity("QQQ", Resolution.Daily)
        
        self.qqq = self.Identity("QQQ")
        
        self.aapl2 = IndicatorExtensions.Times(self.Identity("AAPL"), 2) 
        self.ibm3 = IndicatorExtensions.Times(self.Identity("IBM"), 3)
        
        self.sum = IndicatorExtensions.Plus(self.aapl2, self.ibm3)
        
        self.ratio = IndicatorExtensions.Over(self.sum, self.qqq)
        

    def OnData(self, data):
        self.Plot("Ratio", "CompositeIndicator", self.ratio.Current.Value)