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
-3.752
Tracking Error
0.133
Treynor Ratio
0
Total Fees
$0.00
 
class GeekyFluorescentYellow(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 1, 5)  # Set Start Date
        self.SetCash(5000)  # Set Strategy Cash
        self.AddEquity("IBM", Resolution.Daily)
        self.Securities["IBM"].SetDataNormalizationMode(DataNormalizationMode.Raw);

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)
        self.Log("OnData(): data.Time = "
                    + ", OHLC = " + str(round(data["IBM"].Open, 2))
                            + ", " + str(round(data["IBM"].High, 2))
                            + ", " + str(round(data["IBM"].Low, 2))
                            + ", " + str(round(data["IBM"].Close, 2)))