Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
2.429%
Drawdown
0.000%
Expectancy
0
Net Profit
0.024%
Sharpe Ratio
10.996
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.021
Beta
0.007
Annual Standard Deviation
0.002
Annual Variance
0
Information Ratio
0.446
Tracking Error
0.183
Treynor Ratio
2.799
Total Fees
$1.00
 
class HorizontalVentralInterceptor(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 3)  # Set Start Date
        self.SetEndDate(2021, 1, 6)
        self.SetCash(100000)
        self.symbol = self.AddEquity("TSLA", Resolution.Hour).Symbol


    def OnData(self, data):
        if self.Time.day == 4 and self.Time.hour == 12:
            self.Log(f"Ordering at {self.Time}; Current Price: {data[self.symbol].Close}")
            self.MarketOrder(self.symbol, 1)
            
    def OnOrderEvent(self, orderEvent):
        if orderEvent.Status == OrderStatus.Filled:
            self.Log(f"Fill price: {orderEvent.FillPrice}; Expecting: 730.92")