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)