Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Sortino 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
-2.479
Tracking Error
0.095
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion


class FormalSkyBlueLion(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2024, 1, 1)
        self.SetEndDate(2024, 1, 20)
        self.SetCash(10000)
        # Universe
        self.UniverseSettings.Resolution = Resolution.Minute
        self.AddUniverse(self.FundamentalFunction)

       
    def FundamentalFunction(self, fundamental: List[Fundamental]) -> List[Symbol]:
        filtered = [f.Symbol for f in fundamental if f.Price < 22 and f.Price > 5 and f.DollarVolume > 1e7]
        self.Debug("SD:" + str(self.StartDate)) 
        self.Debug("ED:" + str(self.EndDate)) 	
        self.Debug("T: " + str(self.Time)) 

        return filtered