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
-2.922
Tracking Error
0.154
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
#region imports
from AlgorithmImports import *

#endregion

class JumpingApricotGuanaco(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 9, 13)  # Set Start Date
        self.SetEndDate(2021, 9, 15)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash

        self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol

        # Create auto-updating IntradayVwap indicator.
        self.vwap = self.VWAP(self.spy)


    def OnData(self, data: Slice):
        self.Plot("Intraday Vwap", "Intraday Vwap", self.vwap.Current)
        self.Log(f"Intraday Vwap: {self.vwap.Current.Value}")