Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
-0.138%
Drawdown
0.100%
Expectancy
0
Net Profit
-0.039%
Sharpe Ratio
-1.248
Probabilistic Sharpe Ratio
7.847%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
0.004
Annual Standard Deviation
0.001
Annual Variance
0
Information Ratio
1.013
Tracking Error
0.174
Treynor Ratio
-0.218
Total Fees
$1.00
Estimated Strategy Capacity
$49000000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
class CommunityExamples(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 1, 3)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Hour)
        
        self.SetWarmUp(1)
        
    def OnData(self, slice):
        if self.IsWarmingUp:return
        if not self.Portfolio.Invested:
            props = OrderProperties()
        
            props.TimeInForce = TimeInForce.Day
            self.LimitOrder(self.spy.Symbol, 1, 1000, "test order", props)