Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
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
-2.048
Tracking Error
0.103
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion
import numpy as np
from datetime import timedelta

### <summary>
### Basic template algorithm simply initializes the date range and cash. This is a skeleton
### framework you can use for designing an algorithm.
### </summary>
class BasicTemplateAlgorithm(QCAlgorithm):
    
    def Initialize(self):
        self.SetStartDate(2023,10, 7)  #Set Start Date
        self.SetEndDate(2024,10,11)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        
        #self.add_equity("NDX", Resolution.Daily)
        
        self.contract = self.add_future(Futures.Indices.NASDAQ_100_E_MINI, Resolution.Minute)
        self.contract.set_filter(0, 182)
        self.contract.set_filter(lambda future_filter_universe: future_filter_universe.front_month())

        self.schedule.on(
            self.date_rules.every_day(self.contract.Symbol.value),
            self.time_rules.before_market_close(self.contract.Symbol.value, 1),
            self.Litquidate
        )
        
    
    def Litquidate(self):
        self.Log("Method Triggered")