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
-3.454
Tracking Error
0.014
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class FormalYellowGreenTermite(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 4, 5)  # Set Start Date
        self.SetEndDate(2021, 4, 7)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self._pending_order = None


    def OnData(self, data):
        self.Log("{}: Open:{}, Close:{}, High:{}, Low:{}".format(self.Time, data['SPY'].Open, data['SPY'].Close, data['SPY'].High, data['SPY'].Low))
        if not self.Portfolio.Invested and self._pending_order is None:
            self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled
            self._pending_order = self.LimitOrder("SPY", 10, 405)