Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-4.416%
Drawdown
0.000%
Expectancy
0
Net Profit
-0.033%
Sharpe Ratio
-10.996
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.156
Beta
-0.115
Annual Standard Deviation
0.004
Annual Variance
0
Information Ratio
-48.734
Tracking Error
0.036
Treynor Ratio
0.355
Total Fees
$13.07
 
class QuantumVentralFlange(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2009, 6, 10)  # Set Start Date
        self.SetEndDate(2009,6,12)
        self.SetCash(100000)  # Set Strategy Cash
        self.wmt = self.AddEquity("WMT", Resolution.Minute).Symbol


    def OnData(self, data):
        
        if self.Time.day == 11 and self.Time.hour == 15 and self.Time.minute >= 31 and self.Time.minute < 32:
            self.Debug(f"{self.Time}") 
            self.Debug(f"Bid Quote | {data.QuoteBars[self.wmt].Bid} ")
            # self.Debug(f"BidOpen: {data.QuoteBars[self.wmt].Bid.Open} ")
            # self.Debug(f"AskOpen: {data.QuoteBars[self.wmt].Ask.Open} ")
            # self.Debug(f"BidClose: {data.QuoteBars[self.wmt].Bid.Close} ")
            # self.Debug(f"AskClose: {data.QuoteBars[self.wmt].Ask.Close} ")
            # self.Debug(f"BidHigh: {data.QuoteBars[self.wmt].Bid.High} ")
            # self.Debug(f"AskHigh: {data.)
        
            if not self.Portfolio.Invested:
                self.SetHoldings(self.wmt, 1)