Overall Statistics |
Total Trades 2 Average Win 0% Average Loss 0% Compounding Annual Return -0.007% Drawdown 0.000% Expectancy 0 Net Profit -0.008% Sharpe Ratio -0.561 Probabilistic Sharpe Ratio 2.648% Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha -0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio -1.492 Tracking Error 0.109 Treynor Ratio -1.093 Total Fees $0.02 Estimated Strategy Capacity $160000000000.00 Lowest Capacity Asset YESBANK TA8Y7QR36M31 |
class ZerodhaBrokerageExampleAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2021, 1, 1) self.SetAccountCurrency("INR") self.SetCash(100000) self.SetBrokerageModel(BrokerageName.Zerodha, AccountType.Margin) self.symbol = self.AddEquity("YESBANK", Resolution.Minute, Market.India).Symbol # Set default order properites self.DefaultOrderProperties = IndiaOrderProperties(Exchange.NSE, IndiaOrderProperties.IndiaProductType.NRML) self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled def OnData(self, data): if self.Portfolio.Invested: return # Place an order with the default order properties self.LimitOrder(self.symbol, 1, round(data[self.symbol].Price + 100, 1)) # Place an order and with new order properties order_properties = IndiaOrderProperties(Exchange.BSE, IndiaOrderProperties.IndiaProductType.MIS) ticket = self.LimitOrder(self.symbol, 1, round(data[self.symbol].Price * .9, 1), orderProperties = order_properties) # Update the order updateSettings = UpdateOrderFields() updateSettings.LimitPrice = round(data[self.symbol].Price * .95, 1) ticket.Update(updateSettings)