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
-5.557
Tracking Error
0.093
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
 
class CryingBlackSalamander(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 4, 1)  # Set Start Date
        self.SetEndDate(2021, 5, 1)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol


    def OnData(self, data):
        if data.ContainsKey(self.symbol) and data[self.symbol] is not None:
            self.Log(f"{data[self.symbol]}")