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
-0.161
Tracking Error
0.456
Treynor Ratio
0
Total Fees
$0.00
 
from System.Drawing import Color

class CalibratedVentralAtmosphericScrubbers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 1, 23)
        self.SetCash(100000)
        
        self.AddEquity("SPY", Resolution.Minute)
        
        stockPlot = Chart('Trade Plot')
        
        stockPlot.AddSeries(Series('GreenPrice', SeriesType.Line, '$', Color.Green))
        stockPlot.AddSeries(Series('BluePrice', SeriesType.Line, '$', Color.Blue))
        stockPlot.AddSeries(Series('RedPrice', SeriesType.Line, '$', Color.Red))
        
        self.AddChart(stockPlot)
        
        
    def OnData(self, data):
        if "SPY" not in data.Bars: return
        self.Plot('Trade Plot', 'GreenPrice', data.Bars["SPY"].Close + 20)
        self.Plot('Trade Plot', 'BluePrice', data.Bars["SPY"].Close)
        self.Plot('Trade Plot', 'RedPrice', data.Bars["SPY"].Close - 20)