| 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 3.233 Tracking Error 0.255 Treynor Ratio 0 Total Fees $0.00 Estimated Strategy Capacity $0 Lowest Capacity Asset |
# open and close price of candle based on scheduled event
from AlgorithmImports import *
# -----------
STOCK = "SPY"
# -----------
class CreativeFluorescentOrangeHornet(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2022, 6, 1)
self.SetCash(100000)
self.stock = self.AddEquity(STOCK, Resolution.Daily)
self.Schedule.On(self.DateRules.Every(DayOfWeek.Monday), self.TimeRules.At(20, 0), self.MondayPerfCheck)
def MondayPerfCheck(self):
monPerf = self.Securities[STOCK].Open - self.Securities[STOCK].Close
self.Log(str(self.Securities[STOCK].Open))
self.Log(str(self.Securities[STOCK].Close))
self.Log(str(monPerf))