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
-6.19
Tracking Error
0.126
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
class MeasuredTanAlpaca(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 19)  # Set Start Date
        self.SetEndDate(2020, 11, 25)
        
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddEquity("SPY", Resolution.Daily)
        
        self.AddAlpha(Alpha1())
        self.SetAlpha(Alpha2())
        
class Alpha1(AlphaModel):
    def Update(self, algorithm, data):
        algorithm.Debug('Alpha1 Data')
        return []
        
    def OnSecuritiesChanged(self, algorithm, changes):
        algorithm.Debug('Alpha1 Changes')
        
class Alpha2(AlphaModel):
    def Update(self, algorithm, data):
        algorithm.Debug('Alpha2 Data')
        return []
        
    def OnSecuritiesChanged(self, algorithm, changes):
        algorithm.Debug('Alpha2 Changes')