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
-0.092
Tracking Error
0.156
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
# region imports
from AlgorithmImports import *
# endregion

class SleepyFluorescentPinkAlligator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 3, 15)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = Symbol.Create("CTEK", SecurityType.Equity, Market.USA)
        self.AddUniverse(self.CoarseFilterFunction, self.FineFundamentalFunction)

    def CoarseFilterFunction(self, coarse: List[CoarseFundamental]) -> List[Symbol]:
        symbols = [c.Symbol for c in coarse if c.Symbol == self.symbol]
        self.Plot("Universe", "Coarse", len(symbols))
        return symbols

    def FineFundamentalFunction(self, fine: List[FineFundamental]) -> List[Symbol]:
        symbols = [f.Symbol for f in fine]
        self.Plot("Universe", "Fine", len(symbols))
        return symbols

    def OnData(self, data: Slice):
        if self.Portfolio.Invested:
            return

        if self.symbol in data.Bars:
            self.SetHoldings(self.symbol, 1)