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 -0.162 Tracking Error 0.38 Treynor Ratio 0 Total Fees $0.00 |
class ResistanceDynamicFlange(QCAlgorithm): def Initialize(self): self.SetStartDate(2020, 1, 15) self.SetCash(100000) self.xlm_bitfinex = self.AddCrypto("XLMUSD", Resolution.Hour, Market.Bitfinex).Symbol self.xlm_gdax = self.AddCrypto("XLMUSD", Resolution.Hour, Market.GDAX).Symbol self.rep_bitfinex = self.AddCrypto("REPUSD", Resolution.Hour, Market.Bitfinex).Symbol self.rep_gdax = self.AddCrypto("REPUSD", Resolution.Hour, Market.GDAX).Symbol def OnData(self, data): self.Plot("XLM", "Bitfinex", data[self.xlm_bitfinex].Close) self.Plot("XLM", "GDAX", data[self.xlm_gdax].Close) self.Plot("REP", "Bitfinex", data[self.rep_bitfinex].Close) self.Plot("REP", "GDAX", data[self.rep_gdax].Close)