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
2.418
Tracking Error
0.242
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
STOCKS = ['GOOG','FB']

class DeterminedApricotJackal(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2008, 1, 3)  # Set Start Date
        self.SetEndDate(2008, 1, 30) # Set End Date                
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.SetWarmUp(timedelta(350))
        res = Resolution.Minute
        self.STOCKS = [self.AddEquity(ticker, Resolution.Minute).Symbol for ticker in STOCKS]
        
        self.MKT = self.STOCKS[0]
        
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.AfterMarketOpen(self.MKT, 140), self.daily_check)
        
        
    def daily_check(self):
        hist = self.History(self.MKT, 50 + 10, Resolution.Daily)
        for sec in self.STOCKS:
            if self.Securities[sec].IsTradable:
                self.SetHoldings(sec, 0.1)