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
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
 
from clr import AddReference
AddReference("System")
AddReference("NodaTime")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")

from System import *
from NodaTime import DateTimeZone
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Brokerages import *
from QuantConnect.Data.Market import *

class BasicTemplateAlgorithm(QCAlgorithm):
    
    def Initialize(self):
        # Set the cash we'd like to use for our backtest
        # This is ignored in live trading 
        self.SetCash(37000)
        
        # Set benchmark
        # self.SetBenchmark("XIV")
        
        # Start and end dates for the backtest.
        # These are ignored in live trading.
        self.SetStartDate(2013,06,8)
        self.SetEndDate(2018,1,23)
        
        #Assets predetermined
        self.vxx = self.AddEquity("UVXY", Resolution.Hour).Symbol
        self.xiv = self.AddEquity("XIV", Resolution.Hour, Market.USA, True, 1, True)
        self.spy = self.AddEquity("SPY", Resolution.Hour).Symbol
        
    def OnData(self, slice):
        pass