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
-0.34
Tracking Error
0.124
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
def LongTrade(algorithm):
    algorithm.Debug(f"Long Trade called at {algorithm.Time}")

# region imports
from AlgorithmImports import *
from functions import LongTrade
# endregion

class SleepyYellowGreenChicken(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 3, 21)  # Set Start Date
        self.SetEndDate(2021, 3, 25)
        self.SetCash(100000)  # Set Strategy Cash

        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol

        self.Schedule.On(self.DateRules.EveryDay("SPY"), self.TimeRules.At(0, 0), lambda: LongTrade(self))
        

    def OnData(self, data):
        self.Debug(f"OnData called at {self.Time}")